+3.2%
HAL vs RL
+314.9%
-311.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +17.0% | -7.8% | +24.8% | +21.0% |
| 3M | -9.7% | -4.0% | -5.7% | -9.1% |
| 6M | +8.6% | -1.9% | +10.5% | +6.1% |
| YTD | +33.0% | -0.2% | +33.2% | +28.3% |
| 1Y | +68.3% | +10.7% | +57.6% | +54.0% |
| 3Y | +0.1% | +210.8% | -210.7% | -48.1% |
| 5Y | +102.6% | +238.2% | -135.6% | -5.2% |
| All | +3.2% | +314.9% | -311.6% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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