+21.3%
HAL vs Q
+75.8%
-54.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -6.5% | +4.0% | -10.5% | -6.8% |
| 30D | -2.1% | -2.3% | +0.2% | -2.1% |
| 3M | -4.9% | -7.9% | +3.1% | -4.5% |
| 6M | -19.3% | -16.0% | -3.3% | -18.6% |
| YTD | +14.3% | +51.7% | -37.4% | +10.4% |
| 1Y | +17.3% | +28.3% | -11.0% | +16.1% |
| All | +21.3% | +75.8% | -54.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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