+26.6%
HAL vs SMR
-3.5%
+30.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +2.9% | +4.4% | -1.5% | +2.7% |
| 30D | +17.0% | +3.4% | +13.6% | +16.6% |
| 3M | -9.7% | -19.2% | +9.5% | -9.0% |
| 6M | +8.6% | -22.6% | +31.3% | +8.8% |
| YTD | +33.0% | -31.5% | +64.5% | +33.7% |
| 1Y | +68.3% | -73.1% | +141.4% | +76.8% |
| 3Y | +0.1% | +55.0% | -54.8% | -18.8% |
| All | +26.6% | -3.5% | +30.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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