-14.9%
HAL vs SPMO
+460.5%
-475.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.4% |
| 7D | +6.1% | +6.3% | -0.3% | +0.6% |
| 30D | +2.9% | -8.9% | +11.8% | +10.5% |
| 3M | +3.3% | -13.2% | +16.6% | +15.2% |
| 6M | -16.9% | -9.3% | -7.6% | -13.3% |
| YTD | +21.2% | +11.6% | +9.6% | +2.8% |
| 1Y | +27.5% | +13.4% | +14.2% | +6.3% |
| 3Y | -6.4% | +122.9% | -129.3% | -61.7% |
| 5Y | +58.0% | +113.9% | -55.9% | -32.0% |
| All | -14.9% | +460.5% | -475.4% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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