+497.6%
HAL vs ROL
+9,562.4%
-9,064.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -12.0% | +9.5% | -21.5% | -14.8% |
| 30D | +0.3% | +22.9% | -22.7% | -7.0% |
| 3M | -1.6% | +3.5% | -5.1% | -3.6% |
| 6M | -20.5% | -29.4% | +8.9% | -11.5% |
| YTD | +14.2% | -36.1% | +50.3% | +31.0% |
| 1Y | +18.9% | -34.4% | +53.2% | +35.0% |
| 3Y | -13.7% | +4.0% | -17.7% | -18.7% |
| 5Y | +42.2% | +13.2% | +28.9% | +26.9% |
| 10Y | -16.7% | +219.7% | -236.4% | -50.5% |
| All | +497.6% | +9,562.4% | -9,064.8% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling