+1.2%
HAL vs SM
+12.3%
-11.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.4% | -2.2% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | +15.9% | +31.5% | -15.6% | +3.9% |
| 3M | -8.7% | +17.3% | -26.1% | -15.2% |
| 6M | +9.0% | +48.5% | -39.5% | -9.0% |
| YTD | +32.0% | +106.3% | -74.2% | -4.0% |
| 1Y | +72.5% | +47.3% | +25.2% | +42.1% |
| 3Y | -4.5% | -1.4% | -3.1% | -9.9% |
| 5Y | +109.7% | +114.0% | -4.4% | +44.5% |
| 10Y | +1.2% | +12.5% | -11.3% | -50.5% |
| All | +1.2% | +12.3% | -11.1% | -50.5% |
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