+6.4%
HAL vs RMD
+271.6%
-265.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | +0.5% | -4.5% | +4.9% | +1.8% |
| 30D | +15.9% | +4.6% | +11.3% | +14.2% |
| 3M | -8.7% | +14.8% | -23.5% | -13.2% |
| 6M | +9.0% | -12.1% | +21.1% | +12.4% |
| YTD | +32.0% | -7.5% | +39.5% | +33.6% |
| 1Y | +72.5% | -20.1% | +92.5% | +82.5% |
| 3Y | -4.5% | +53.9% | -58.4% | -22.3% |
| 5Y | +109.7% | -22.2% | +131.9% | +114.9% |
| All | +6.4% | +271.6% | -265.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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