+713.2%
HAL vs SPY
+3,015.5%
-2,302.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | -6.5% | -0.6% | -5.9% | -6.1% |
| 30D | -2.1% | -3.7% | +1.6% | +1.9% |
| 3M | -4.9% | -2.7% | -2.1% | -2.2% |
| 6M | -19.3% | +2.2% | -21.5% | -22.3% |
| YTD | +14.3% | +10.8% | +3.5% | -0.8% |
| 1Y | +17.3% | +11.2% | +6.1% | +1.3% |
| 3Y | -10.9% | +76.5% | -87.4% | -55.6% |
| 5Y | +47.4% | +72.9% | -25.5% | -26.0% |
| 10Y | -20.8% | +304.8% | -325.6% | -83.3% |
| All | +713.2% | +3,015.5% | -2,302.2% | -70.5% |
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