+17.4%
HAL vs ROP
+7.0%
+10.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.1% |
| 7D | -7.9% | -1.6% | -6.2% | -7.9% |
| 30D | -2.1% | +29.5% | -31.6% | -1.7% |
| 3M | +0.4% | +17.5% | -17.1% | +0.5% |
| 6M | -19.2% | +38.1% | -57.3% | -18.6% |
| YTD | +14.4% | +7.0% | +7.4% | +8.6% |
| All | +17.4% | +7.0% | +10.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling