+917.8%
HAL vs ROP
+25,523.2%
-24,605.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.6% |
| 7D | +2.9% | -4.4% | +7.4% | +4.5% |
| 30D | +17.0% | +3.2% | +13.8% | +15.7% |
| 3M | -9.7% | +23.1% | -32.7% | -16.5% |
| 6M | +8.6% | +13.3% | -4.7% | +2.9% |
| YTD | +33.0% | -7.9% | +40.8% | +34.5% |
| 1Y | +68.3% | -22.1% | +90.4% | +80.1% |
| 3Y | +0.1% | -16.8% | +16.9% | +4.3% |
| 5Y | +102.6% | -13.5% | +116.2% | +106.2% |
| 10Y | +3.8% | +137.7% | -133.9% | -21.4% |
| All | +917.8% | +25,523.2% | -24,605.4% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling