-7.1%
HAL vs SN
+671.3%
-678.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.7% |
| 7D | +6.1% | +1.5% | +4.6% | +5.9% |
| 30D | +2.9% | +21.5% | -18.6% | +0.1% |
| 3M | +3.3% | +20.0% | -16.7% | +0.5% |
| 6M | -16.9% | +119.9% | -136.8% | -26.8% |
| YTD | +21.2% | +102.3% | -81.1% | +7.4% |
| 1Y | +27.5% | +148.0% | -120.4% | +8.7% |
| 3Y | -6.4% | +450.0% | -456.4% | -24.6% |
| All | -7.1% | +671.3% | -678.4% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling