-4.5%
HAL vs SPYG
+100.8%
-105.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.5% | +1.2% | -0.7% | -0.1% |
| 30D | +15.9% | -1.6% | +17.5% | +16.8% |
| 3M | -8.7% | +3.4% | -12.1% | -10.6% |
| 6M | +9.0% | +18.9% | -9.9% | -1.9% |
| YTD | +32.0% | +13.8% | +18.2% | +21.9% |
| 1Y | +72.5% | +20.6% | +51.9% | +52.8% |
| 3Y | -4.5% | +100.5% | -105.1% | -35.7% |
| All | -4.5% | +100.8% | -105.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling