-19.1%
HAL vs SM
+4.9%
-24.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +1.2% |
| 7D | -7.9% | -22.3% | +14.4% | +1.2% |
| 30D | -2.1% | -21.4% | +19.3% | +7.0% |
| 3M | +0.4% | +1.4% | -0.9% | -1.3% |
| 6M | -19.2% | +0.1% | -19.4% | -21.1% |
| YTD | +14.4% | +59.0% | -44.6% | -8.8% |
| 1Y | +18.0% | +64.3% | -46.4% | -7.3% |
| 3Y | -9.7% | -13.1% | +3.4% | -11.1% |
| 5Y | +40.1% | -13.9% | +54.0% | +34.9% |
| 10Y | -19.1% | +1.7% | -20.8% | -58.8% |
| All | -19.1% | +4.9% | -24.0% | -58.8% |
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