-17.4%
HAL vs ROL
+213.5%
-231.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +2.6% | -1.7% | +4.3% | +3.1% |
| 30D | -0.1% | +18.5% | -18.6% | -5.3% |
| 3M | -1.1% | +4.3% | -5.5% | -2.9% |
| 6M | -20.7% | -27.7% | +7.0% | -13.1% |
| YTD | +17.5% | -35.8% | +53.3% | +33.3% |
| 1Y | +24.1% | -34.1% | +58.2% | +39.4% |
| 3Y | -8.4% | +2.9% | -11.3% | -14.3% |
| 5Y | +53.2% | +12.7% | +40.5% | +34.4% |
| All | -17.4% | +213.5% | -231.0% | -50.6% |
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