+82.1%
HAL vs SITM
+3,519.6%
-3,437.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.6% | +32.5% | -29.9% | -2.4% |
| 30D | -0.1% | -18.8% | +18.7% | +2.5% |
| 3M | -1.1% | -30.9% | +29.7% | +3.4% |
| 6M | -20.7% | -44.5% | +23.7% | -15.6% |
| YTD | +17.5% | +33.2% | -15.7% | +3.2% |
| 1Y | +24.1% | +53.8% | -29.7% | +5.5% |
| 3Y | -8.4% | +335.7% | -344.1% | -42.6% |
| 5Y | +53.2% | +84.6% | -31.4% | +2.1% |
| All | +82.1% | +3,519.6% | -3,437.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling