+774.2%
HAL vs ROP
+29,959.8%
-29,185.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.8% |
| 7D | -12.0% | +2.1% | -14.1% | -12.7% |
| 30D | +0.3% | +32.9% | -32.6% | -9.6% |
| 3M | -1.6% | +20.3% | -21.9% | -8.3% |
| 6M | -20.5% | +36.8% | -57.2% | -29.7% |
| YTD | +14.2% | +8.1% | +6.1% | +8.7% |
| 1Y | +18.9% | +8.3% | +10.6% | +13.0% |
| 3Y | -13.7% | -3.2% | -10.5% | -15.1% |
| 5Y | +42.2% | +1.7% | +40.5% | +36.1% |
| 10Y | -16.7% | +199.2% | -215.9% | -41.9% |
| All | +774.2% | +29,959.8% | -29,185.6% | +278.8% |
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