-12.4%
HAL vs SN
+659.6%
-672.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.6% |
| 7D | -12.0% | +7.2% | -19.2% | -12.8% |
| 30D | +0.3% | +20.4% | -20.1% | -2.3% |
| 3M | -1.6% | +23.9% | -25.5% | -4.7% |
| 6M | -20.5% | +93.0% | -113.5% | -28.5% |
| YTD | +14.2% | +99.2% | -85.0% | +1.4% |
| 1Y | +18.9% | +142.6% | -123.7% | +1.6% |
| 3Y | -13.7% | +398.8% | -412.5% | -30.3% |
| All | -12.4% | +659.6% | -672.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling