+842.2%
HAL vs SM
+1,608.3%
-766.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +17.0% | +26.3% | -9.3% | +7.1% |
| 3M | -9.7% | +8.7% | -18.3% | -13.2% |
| 6M | +8.6% | +51.7% | -43.1% | -9.1% |
| YTD | +33.0% | +99.0% | -66.1% | -0.2% |
| 1Y | +68.3% | +34.6% | +33.7% | +45.1% |
| 3Y | +0.1% | -7.8% | +7.9% | -2.5% |
| 5Y | +102.6% | +104.8% | -2.2% | +43.8% |
| 10Y | +3.8% | +7.2% | -3.4% | -46.5% |
| All | +842.2% | +1,608.3% | -766.1% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling