-17.4%
HAL vs PSX
+364.5%
-382.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.9% |
| 7D | +2.6% | +6.4% | -3.8% | -2.9% |
| 30D | -0.1% | -10.2% | +10.1% | +8.9% |
| 3M | -1.1% | +17.2% | -18.3% | -15.4% |
| 6M | -20.7% | +51.8% | -72.5% | -46.6% |
| YTD | +17.5% | +108.0% | -90.5% | -41.1% |
| 1Y | +24.1% | +96.1% | -72.0% | -34.7% |
| 3Y | -8.4% | +155.9% | -164.2% | -63.6% |
| 5Y | +53.2% | +306.9% | -253.7% | -61.1% |
| All | -17.4% | +364.5% | -382.0% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling