+59.2%
HAL vs SO
+79.0%
-19.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | +6.1% | +1.4% | +4.7% | +5.8% |
| 30D | +2.9% | +4.7% | -1.8% | +1.8% |
| 3M | +3.3% | +1.7% | +1.6% | +2.9% |
| 6M | -16.9% | +2.2% | -19.1% | -17.5% |
| YTD | +21.2% | +10.0% | +11.2% | +17.8% |
| 1Y | +27.5% | +6.0% | +21.5% | +25.1% |
| 3Y | -6.4% | +54.1% | -60.6% | -22.1% |
| All | +59.2% | +79.0% | -19.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling