-19.1%
HAL vs SO
+184.0%
-203.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -7.9% | -1.1% | -6.8% | -7.4% |
| 30D | -2.1% | +8.6% | -10.6% | -5.7% |
| 3M | +0.4% | +1.8% | -1.4% | -0.6% |
| 6M | -19.2% | +3.6% | -22.9% | -21.0% |
| YTD | +14.4% | +9.9% | +4.4% | +8.4% |
| 1Y | +18.0% | +5.7% | +12.3% | +13.8% |
| 3Y | -9.7% | +52.5% | -62.2% | -29.8% |
| 5Y | +40.1% | +77.3% | -37.2% | -1.5% |
| 10Y | -19.1% | +186.8% | -205.9% | -43.5% |
| All | -19.1% | +184.0% | -203.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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