-16.8%
HAL vs RF
+241.0%
-257.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -0.2% | -1.3% | +1.1% | +0.8% |
| 30D | +1.0% | +4.6% | -3.6% | -2.4% |
| 3M | -2.1% | -8.4% | +6.3% | +3.9% |
| 6M | -17.5% | +8.9% | -26.3% | -23.5% |
| YTD | +18.1% | +8.8% | +9.3% | +8.0% |
| 1Y | +19.7% | +18.9% | +0.8% | +2.2% |
| 3Y | -7.9% | +116.0% | -123.9% | -52.0% |
| 5Y | +53.1% | +46.0% | +7.0% | +1.5% |
| 10Y | -16.8% | +231.7% | -248.5% | -68.8% |
| All | -16.8% | +241.0% | -257.8% | -68.8% |
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