-6.4%
HAL vs SM
-3.9%
-2.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +6.1% | +9.4% | -3.3% | +1.7% |
| 30D | +2.9% | -14.4% | +17.3% | +9.6% |
| 3M | +3.3% | +1.6% | +1.8% | +0.9% |
| 6M | -16.9% | +6.3% | -23.3% | -21.9% |
| YTD | +21.2% | +78.8% | -57.6% | -15.5% |
| 1Y | +27.5% | +83.1% | -55.6% | -12.4% |
| 3Y | -6.4% | -5.9% | -0.5% | -13.8% |
| All | -6.4% | -3.9% | -2.5% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling