+709.3%
HAL vs SM
+1,302.7%
-593.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.6% |
| 7D | -12.0% | -25.9% | +13.9% | -2.0% |
| 30D | +0.3% | -15.1% | +15.4% | +6.0% |
| 3M | -1.6% | +4.9% | -6.5% | -4.3% |
| 6M | -20.5% | +6.1% | -26.6% | -23.9% |
| YTD | +14.2% | +63.4% | -49.2% | -8.6% |
| 1Y | +18.9% | +72.5% | -53.6% | -6.9% |
| 3Y | -13.7% | -16.9% | +3.2% | -13.3% |
| 5Y | +42.2% | -10.6% | +52.8% | +35.9% |
| 10Y | -16.7% | +11.3% | -28.0% | -57.6% |
| All | +709.3% | +1,302.7% | -593.4% | +110.4% |
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 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