+1.2%
HAL vs ROP
+134.1%
-132.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | +1.0% |
| 7D | +0.5% | -5.4% | +5.9% | +3.9% |
| 30D | +15.9% | -1.6% | +17.6% | +16.9% |
| 3M | -8.7% | +18.8% | -27.6% | -19.5% |
| 6M | +9.0% | +8.2% | +0.8% | +1.4% |
| YTD | +32.0% | -10.5% | +42.5% | +38.0% |
| 1Y | +72.5% | -23.7% | +96.2% | +101.0% |
| 3Y | -4.5% | -17.9% | +13.3% | +3.0% |
| 5Y | +109.7% | -15.3% | +125.0% | +113.7% |
| 10Y | +1.2% | +133.4% | -132.2% | -49.1% |
| All | +1.2% | +134.1% | -132.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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