-13.7%
HAL vs RL
+240.1%
-253.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -12.0% | -4.2% | -7.8% | -11.3% |
| 30D | +0.3% | +4.3% | -4.0% | -0.6% |
| 3M | -1.6% | -4.6% | +3.0% | -0.8% |
| 6M | -20.5% | +1.7% | -22.2% | -21.4% |
| YTD | +14.2% | +7.3% | +6.9% | +10.4% |
| 1Y | +18.9% | +20.8% | -1.9% | +10.6% |
| 3Y | -13.7% | +247.0% | -260.7% | -39.8% |
| All | -13.7% | +240.1% | -253.8% | -39.8% |
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