-14.9%
HAL vs RF
+223.4%
-238.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.2% |
| 7D | +6.1% | +1.9% | +4.2% | +4.6% |
| 30D | +2.9% | +7.3% | -4.4% | -2.4% |
| 3M | +3.3% | -7.9% | +11.3% | +9.3% |
| 6M | -16.9% | +10.5% | -27.4% | -23.9% |
| YTD | +21.2% | +9.6% | +11.5% | +10.2% |
| 1Y | +27.5% | +20.3% | +7.3% | +8.0% |
| 3Y | -6.4% | +119.5% | -126.0% | -51.9% |
| 5Y | +58.0% | +48.2% | +9.8% | +3.4% |
| All | -14.9% | +223.4% | -238.2% | -68.5% |
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