+105.3%
HAL vs S
-71.4%
+176.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +2.9% | -7.7% | +10.6% | +3.4% |
| 30D | +17.0% | -5.3% | +22.4% | +17.2% |
| 3M | -9.7% | +20.3% | -29.9% | -10.8% |
| 6M | +8.6% | +47.4% | -38.7% | +5.7% |
| YTD | +33.0% | +32.5% | +0.5% | +30.1% |
| 1Y | +68.3% | +9.5% | +58.8% | +66.3% |
| 3Y | +0.1% | +15.5% | -15.4% | -2.3% |
| All | +105.3% | -71.4% | +176.7% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling