+93.3%
HAL vs SO
+57.0%
+36.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -3.3% | -1.1% | -2.3% | -3.1% |
| 30D | +8.2% | -5.0% | +13.2% | +9.3% |
| 3M | -9.4% | -5.8% | -3.7% | -8.4% |
| 6M | +0.6% | -7.9% | +8.6% | +2.2% |
| YTD | +28.6% | +2.4% | +26.1% | +27.1% |
| 1Y | +63.9% | -2.3% | +66.2% | +63.5% |
| 3Y | -7.1% | +41.9% | -49.0% | -20.4% |
| All | +93.3% | +57.0% | +36.3% | +56.4% |
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 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