+87.8%
HAL vs SITM
+3,319.5%
-3,231.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.6% | +4.0% |
| 7D | +6.1% | +6.6% | -0.5% | +4.8% |
| 30D | +2.9% | -15.3% | +18.2% | +4.9% |
| 3M | +3.3% | -35.4% | +38.7% | +9.2% |
| 6M | -16.9% | -46.8% | +29.9% | -11.0% |
| YTD | +21.2% | +25.9% | -4.7% | +7.4% |
| 1Y | +27.5% | +54.0% | -26.5% | +8.2% |
| 3Y | -6.4% | +315.6% | -322.0% | -40.9% |
| 5Y | +58.0% | +74.4% | -16.4% | +6.2% |
| All | +87.8% | +3,319.5% | -3,231.8% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling