+2.1%
HAL vs PR
+147.8%
-145.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -1.5% |
| 7D | -11.1% | -16.5% | +5.5% | -5.1% |
| 30D | -2.4% | -4.5% | +2.1% | -0.8% |
| 3M | +0.8% | +8.5% | -7.8% | -2.3% |
| 6M | -22.8% | -3.3% | -19.5% | -22.1% |
| YTD | +14.5% | +55.7% | -41.2% | -2.8% |
| 1Y | +20.2% | +82.0% | -61.9% | -3.7% |
| 3Y | -15.2% | +62.5% | -77.6% | -28.9% |
| 5Y | +42.5% | +223.9% | -181.4% | -7.0% |
| 10Y | -16.5% | +64.2% | -80.7% | -51.6% |
| All | +2.1% | +147.8% | -145.7% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling