+846.2%
HAL vs SPY
+3,091.8%
-2,245.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +17.0% | +0.1% | +17.0% | +16.8% |
| 3M | -9.7% | +2.0% | -11.6% | -12.3% |
| 6M | +8.6% | +13.0% | -4.4% | -7.3% |
| YTD | +33.0% | +13.5% | +19.4% | +12.7% |
| 1Y | +68.3% | +20.0% | +48.3% | +33.5% |
| 3Y | +0.1% | +77.2% | -77.1% | -50.3% |
| 5Y | +102.6% | +81.9% | +20.7% | -3.8% |
| 10Y | +3.8% | +314.1% | -310.2% | -78.6% |
| All | +846.2% | +3,091.8% | -2,245.5% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling