+59.2%
HAL vs SPYG
+67.3%
-8.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.6% |
| 7D | +6.1% | +2.3% | +3.7% | +4.8% |
| 30D | +2.9% | -6.5% | +9.3% | +6.4% |
| 3M | +3.3% | -6.8% | +10.2% | +7.0% |
| 6M | -16.9% | -3.1% | -13.8% | -16.2% |
| YTD | +21.2% | +8.0% | +13.2% | +14.1% |
| 1Y | +27.5% | +10.2% | +17.3% | +18.5% |
| 3Y | -6.4% | +91.0% | -97.4% | -38.3% |
| All | +59.2% | +67.3% | -8.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling