-19.1%
HAL vs ROP
+189.6%
-208.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.7% |
| 7D | -7.9% | -1.6% | -6.2% | -7.1% |
| 30D | -2.1% | +29.5% | -31.6% | -17.2% |
| 3M | +0.4% | +17.5% | -17.1% | -10.1% |
| 6M | -19.2% | +38.1% | -57.3% | -35.9% |
| YTD | +14.4% | +7.0% | +7.4% | +6.2% |
| 1Y | +18.0% | +6.5% | +11.5% | +9.6% |
| 3Y | -9.7% | -5.5% | -4.2% | -10.7% |
| 5Y | +40.1% | -0.4% | +40.5% | +28.8% |
| 10Y | -19.1% | +183.6% | -202.7% | -64.0% |
| All | -19.1% | +189.6% | -208.7% | -64.0% |
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