+2.0%
HAL vs SN
+490.7%
-488.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +2.9% | -9.3% | +12.3% | +4.3% |
| 30D | +17.0% | -4.8% | +21.8% | +17.7% |
| 3M | -9.7% | +40.4% | -50.1% | -14.7% |
| 6M | +8.6% | +50.9% | -42.3% | +0.8% |
| YTD | +33.0% | +54.9% | -22.0% | +22.5% |
| 1Y | +68.3% | +43.0% | +25.3% | +56.7% |
| 3Y | +0.1% | +391.8% | -391.7% | -15.8% |
| All | +2.0% | +490.7% | -488.7% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling