-8.8%
HAL vs RL
+257.6%
-266.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.6% |
| 7D | -0.2% | -4.4% | +4.2% | +0.6% |
| 30D | +1.0% | +5.6% | -4.6% | -0.2% |
| 3M | -2.1% | -0.6% | -1.5% | -2.1% |
| 6M | -17.5% | +15.5% | -32.9% | -20.7% |
| YTD | +18.1% | +12.3% | +5.8% | +13.2% |
| 1Y | +19.7% | +19.3% | +0.4% | +12.4% |
| All | -8.8% | +257.6% | -266.4% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling