+77.2%
HAL vs S
-56.8%
+134.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +2.9% | -7.7% | +10.6% | +3.3% |
| 30D | +17.0% | -5.3% | +22.4% | +17.2% |
| 3M | -9.7% | +20.3% | -29.9% | -10.7% |
| 6M | +8.6% | +47.4% | -38.7% | +6.0% |
| YTD | +33.0% | +32.5% | +0.5% | +30.3% |
| 1Y | +68.3% | +9.5% | +58.8% | +66.5% |
| 3Y | +0.1% | +15.5% | -15.4% | -2.0% |
| 5Y | +102.6% | -71.2% | +173.8% | +100.9% |
| All | +77.2% | -56.8% | +134.0% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling