+2.9%
HAL vs RF
+343.3%
-340.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.9% | +1.3% | +1.6% | +1.9% |
| 30D | +17.0% | -3.6% | +20.7% | +19.9% |
| 3M | -9.7% | +8.1% | -17.7% | -15.3% |
| 6M | +8.6% | +11.5% | -2.8% | -1.4% |
| YTD | +33.0% | +15.6% | +17.4% | +16.8% |
| 1Y | +68.3% | +15.7% | +52.6% | +47.0% |
| 3Y | +0.1% | +86.9% | -86.8% | -41.9% |
| 5Y | +102.6% | +89.8% | +12.8% | +9.1% |
| All | +2.9% | +343.3% | -340.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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