+7.4%
HAL vs SPY
+312.5%
-305.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -1.3% | -0.4% | -1.0% | -0.9% |
| 30D | +10.9% | -1.4% | +12.3% | +12.8% |
| 3M | -5.8% | +3.7% | -9.6% | -11.0% |
| 6M | +8.1% | +13.0% | -4.9% | -9.6% |
| YTD | +33.2% | +12.4% | +20.8% | +12.1% |
| 1Y | +74.2% | +18.5% | +55.6% | +36.0% |
| 3Y | -3.7% | +77.6% | -81.3% | -57.6% |
| 5Y | +111.9% | +81.7% | +30.2% | -12.1% |
| 10Y | +7.4% | +319.7% | -312.3% | -84.2% |
| All | +7.4% | +312.5% | -305.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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