-19.1%
HAL vs RL
+397.7%
-416.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -2.4% |
| 7D | -7.9% | +0.2% | -8.1% | -8.2% |
| 30D | -2.1% | +7.3% | -9.4% | -5.4% |
| 3M | +0.4% | +1.0% | -0.6% | -0.8% |
| 6M | -19.2% | +11.8% | -31.0% | -25.1% |
| YTD | +14.4% | +13.6% | +0.8% | +3.7% |
| 1Y | +18.0% | +24.0% | -6.1% | +2.3% |
| 3Y | -9.7% | +256.6% | -266.3% | -56.0% |
| 5Y | +40.1% | +240.2% | -200.1% | -33.4% |
| 10Y | -19.1% | +373.0% | -392.1% | -68.6% |
| All | -19.1% | +397.7% | -416.8% | -68.6% |
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