+47.4%
HAL vs RACE
+69.7%
-22.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -2.1% | +6.6% | -8.7% | -3.1% |
| 3M | -4.9% | +2.2% | -7.1% | -5.3% |
| 6M | -19.3% | +22.4% | -41.7% | -22.4% |
| YTD | +14.3% | +13.8% | +0.5% | +11.0% |
| 1Y | +17.3% | +2.2% | +15.1% | +16.7% |
| 3Y | -10.9% | +25.6% | -36.5% | -17.5% |
| 5Y | +47.4% | +71.0% | -23.6% | +29.0% |
| All | +47.4% | +69.7% | -22.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling