-9.3%
HAL vs SO
+50.9%
-60.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.6% |
| 7D | +2.6% | -0.9% | +3.6% | +2.6% |
| 30D | -0.1% | +4.9% | -5.0% | 0.0% |
| 3M | -1.1% | +0.8% | -1.9% | -1.1% |
| 6M | -20.7% | +0.6% | -21.3% | -20.7% |
| YTD | +17.5% | +8.7% | +8.9% | +17.7% |
| 1Y | +24.1% | +4.0% | +20.2% | +24.2% |
| All | -9.3% | +50.9% | -60.2% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling