+18.5%
HAL vs PR
+169.5%
-151.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +2.9% | +2.9% | 0.0% | +1.9% |
| 30D | +17.0% | +18.0% | -1.0% | +10.2% |
| 3M | -9.7% | +16.9% | -26.5% | -14.7% |
| 6M | +8.6% | +28.2% | -19.6% | -1.0% |
| YTD | +33.0% | +69.3% | -36.3% | +9.6% |
| 1Y | +68.3% | +69.5% | -1.2% | +38.6% |
| 3Y | +0.1% | +81.7% | -81.6% | -19.3% |
| 5Y | +102.6% | +422.2% | -319.6% | +13.8% |
| 10Y | +3.8% | +110.4% | -106.5% | -40.5% |
| All | +18.5% | +169.5% | -151.0% | -28.7% |
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