+59.2%
HAL vs RF
+47.5%
+11.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.5% |
| 7D | +6.1% | +1.9% | +4.2% | +5.0% |
| 30D | +2.9% | +7.3% | -4.4% | -0.9% |
| 3M | +3.3% | -7.9% | +11.3% | +7.6% |
| 6M | -16.9% | +10.5% | -27.4% | -22.0% |
| YTD | +21.2% | +9.6% | +11.5% | +13.3% |
| 1Y | +27.5% | +20.3% | +7.3% | +13.1% |
| 3Y | -6.4% | +119.5% | -126.0% | -40.8% |
| All | +59.2% | +47.5% | +11.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling