+497.6%
HAL vs RVTY
+2,899.1%
-2,401.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | -12.0% | -1.2% | -10.8% | -11.8% |
| 30D | +0.3% | +1.0% | -0.7% | -0.3% |
| 3M | -1.6% | +35.8% | -37.4% | -10.8% |
| 6M | -20.5% | +56.7% | -77.2% | -31.5% |
| YTD | +14.2% | +60.7% | -46.5% | -3.5% |
| 1Y | +18.9% | +73.7% | -54.8% | -2.1% |
| 3Y | -13.7% | +82.8% | -96.5% | -31.4% |
| 5Y | +42.2% | -7.0% | +49.2% | +33.9% |
| 10Y | -16.7% | +212.3% | -229.0% | -46.0% |
| All | +497.6% | +2,899.1% | -2,401.5% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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