-13.7%
HAL vs ROL
+3.8%
-17.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -12.0% | +9.5% | -21.5% | -12.0% |
| 30D | +0.3% | +22.9% | -22.7% | -0.2% |
| 3M | -1.6% | +3.5% | -5.1% | -1.5% |
| 6M | -20.5% | -29.4% | +8.9% | -18.9% |
| YTD | +14.2% | -36.1% | +50.3% | +17.2% |
| 1Y | +18.9% | -34.4% | +53.2% | +21.9% |
| 3Y | -13.7% | +4.0% | -17.7% | -11.7% |
| All | -13.7% | +3.8% | -17.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling