+105.3%
HAL vs SM
+107.8%
-2.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +17.0% | +26.3% | -9.3% | +3.4% |
| 3M | -9.7% | +8.7% | -18.3% | -14.7% |
| 6M | +8.6% | +51.7% | -43.1% | -16.2% |
| YTD | +33.0% | +99.0% | -66.1% | -12.7% |
| 1Y | +68.3% | +34.6% | +33.7% | +35.5% |
| 3Y | +0.1% | -7.8% | +7.9% | -5.6% |
| All | +105.3% | +107.8% | -2.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling