-14.9%
HAL vs TPR
+364.3%
-379.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | +2.9% | +15.1% | -12.2% | -3.2% |
| 3M | +3.3% | +3.5% | -0.2% | +0.9% |
| 6M | -16.9% | +0.4% | -17.4% | -19.3% |
| YTD | +21.2% | +4.6% | +16.6% | +13.4% |
| 1Y | +27.5% | +33.1% | -5.6% | +7.6% |
| 3Y | -6.4% | +396.0% | -402.4% | -59.2% |
| 5Y | +58.0% | +230.3% | -172.3% | -21.6% |
| All | -14.9% | +364.3% | -379.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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