-10.9%
HAL vs PR
+86.9%
-97.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -6.5% | -9.5% | +3.0% | -0.3% |
| 30D | -2.1% | -5.7% | +3.6% | +1.5% |
| 3M | -4.9% | +3.0% | -7.8% | -7.5% |
| 6M | -19.3% | +11.8% | -31.1% | -26.2% |
| YTD | +14.3% | +58.5% | -44.2% | -19.1% |
| 1Y | +17.3% | +69.9% | -52.6% | -21.1% |
| 3Y | -10.9% | +84.9% | -95.8% | -44.1% |
| All | -10.9% | +86.9% | -97.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling