-20.8%
HAL vs SM
+4.2%
-25.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -6.5% | -19.5% | +13.0% | +1.3% |
| 30D | -2.1% | -20.2% | +18.1% | +6.4% |
| 3M | -4.9% | -6.5% | +1.7% | -3.4% |
| 6M | -19.3% | +1.6% | -20.9% | -21.6% |
| YTD | +14.3% | +61.2% | -47.0% | -9.4% |
| 1Y | +17.3% | +65.4% | -48.1% | -8.1% |
| 3Y | -10.9% | -13.0% | +2.1% | -12.4% |
| 5Y | +47.4% | -4.3% | +51.7% | +36.6% |
| 10Y | -20.8% | +3.0% | -23.8% | -59.8% |
| All | -20.8% | +4.2% | -25.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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