-19.1%
HAL vs ROL
+222.1%
-241.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -7.9% | +7.5% | -15.4% | -9.9% |
| 30D | -2.1% | +21.1% | -23.2% | -7.7% |
| 3M | +0.4% | +3.1% | -2.7% | -1.0% |
| 6M | -19.2% | -27.4% | +8.2% | -11.5% |
| YTD | +14.4% | -34.7% | +49.1% | +29.1% |
| 1Y | +18.0% | -32.9% | +50.9% | +31.9% |
| 3Y | -9.7% | +6.1% | -15.8% | -16.3% |
| 5Y | +40.1% | +16.3% | +23.8% | +21.5% |
| 10Y | -19.1% | +214.9% | -234.0% | -51.8% |
| All | -19.1% | +222.1% | -241.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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