+601.4%
HAL vs SNY
+241.5%
+359.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -3.3% | -3.6% | +0.4% | -1.5% |
| 30D | +7.2% | -1.9% | +9.1% | +8.1% |
| 3M | -8.8% | -2.0% | -6.8% | -8.4% |
| 6M | +3.0% | +2.5% | +0.4% | +0.6% |
| YTD | +29.4% | -7.0% | +36.4% | +32.3% |
| 1Y | +62.8% | -4.4% | +67.2% | +63.3% |
| 3Y | -6.4% | -8.4% | +2.0% | -9.4% |
| 5Y | +103.6% | +9.5% | +94.1% | +73.1% |
| 10Y | +4.3% | +64.3% | -60.0% | -29.7% |
| All | +601.4% | +241.5% | +359.9% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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