+497.6%
HAL vs SO
+6,268.1%
-5,770.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -12.0% | -1.5% | -10.5% | -11.4% |
| 30D | +0.3% | +8.1% | -7.8% | -3.1% |
| 3M | -1.6% | +0.2% | -1.8% | -2.0% |
| 6M | -20.5% | +0.4% | -20.9% | -21.0% |
| YTD | +14.2% | +8.5% | +5.7% | +9.3% |
| 1Y | +18.9% | +4.9% | +13.9% | +15.2% |
| 3Y | -13.7% | +47.9% | -61.6% | -29.8% |
| 5Y | +42.2% | +75.7% | -33.5% | +5.8% |
| 10Y | -16.7% | +178.0% | -194.7% | -49.4% |
| All | +497.6% | +6,268.1% | -5,770.5% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling