-19.1%
HAL vs RF
+277.2%
-296.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.5% |
| 7D | -7.9% | -0.1% | -7.7% | -7.8% |
| 30D | -2.1% | +7.0% | -9.1% | -6.9% |
| 3M | +0.4% | -7.0% | +7.5% | +5.4% |
| 6M | -19.2% | +6.8% | -26.0% | -24.1% |
| YTD | +14.4% | +9.9% | +4.5% | +3.8% |
| 1Y | +18.0% | +21.1% | -3.2% | -0.6% |
| 3Y | -9.7% | +119.6% | -129.3% | -53.4% |
| 5Y | +40.1% | +46.2% | -6.0% | -6.9% |
| 10Y | -19.1% | +261.5% | -280.6% | -70.5% |
| All | -19.1% | +277.2% | -296.3% | -70.5% |
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