-6.4%
HAL vs ROL
+5.9%
-12.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.6% | +3.1% |
| 7D | +6.1% | +3.0% | +3.1% | +6.1% |
| 30D | +2.9% | +19.8% | -16.9% | +2.6% |
| 3M | +3.3% | +7.9% | -4.6% | +3.4% |
| 6M | -16.9% | -25.6% | +8.7% | -15.3% |
| YTD | +21.2% | -34.1% | +55.3% | +24.3% |
| 1Y | +27.5% | -31.4% | +58.9% | +30.7% |
| 3Y | -6.4% | +4.7% | -11.1% | -1.4% |
| All | -6.4% | +5.9% | -12.3% | -1.4% |
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