+499.1%
HAL vs RF
+1,429.2%
-930.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.5% |
| 7D | -11.1% | -1.6% | -9.5% | -10.6% |
| 30D | -2.4% | +5.0% | -7.5% | -4.1% |
| 3M | +0.8% | -10.0% | +10.8% | +4.3% |
| 6M | -22.8% | +3.3% | -26.1% | -24.0% |
| YTD | +14.5% | +7.9% | +6.6% | +10.6% |
| 1Y | +20.2% | +21.2% | -1.1% | +11.5% |
| 3Y | -15.2% | +105.8% | -121.0% | -34.4% |
| 5Y | +42.5% | +43.7% | -1.2% | +22.9% |
| 10Y | -16.5% | +289.4% | -305.9% | -43.6% |
| All | +499.1% | +1,429.2% | -930.1% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling