-19.1%
HAL vs SPG
+117.3%
-136.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.0% |
| 7D | -7.9% | +5.1% | -13.0% | -10.5% |
| 30D | -2.1% | +16.8% | -18.9% | -10.6% |
| 3M | +0.4% | +5.7% | -5.2% | -3.1% |
| 6M | -19.2% | +17.8% | -37.0% | -27.3% |
| YTD | +14.4% | +30.1% | -15.7% | -3.7% |
| 1Y | +18.0% | +32.8% | -14.8% | -1.8% |
| 3Y | -9.7% | +137.2% | -146.9% | -47.4% |
| 5Y | +40.1% | +81.5% | -41.3% | -6.7% |
| 10Y | -19.1% | +116.5% | -135.6% | -53.9% |
| All | -19.1% | +117.3% | -136.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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