+59.2%
HAL vs RL
+239.2%
-180.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +6.1% | +2.6% | +3.5% | +5.3% |
| 30D | +2.9% | +2.9% | 0.0% | +1.8% |
| 3M | +3.3% | 0.0% | +3.3% | +2.9% |
| 6M | -16.9% | +17.1% | -34.0% | -21.9% |
| YTD | +21.2% | +10.1% | +11.1% | +14.8% |
| 1Y | +27.5% | +17.3% | +10.2% | +18.0% |
| 3Y | -6.4% | +249.3% | -255.8% | -43.6% |
| All | +59.2% | +239.2% | -180.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling