+3.2%
HAL vs TPR
+325.8%
-322.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | -2.3% | +5.2% | +3.9% |
| 30D | +17.0% | -23.0% | +40.0% | +28.5% |
| 3M | -9.7% | -12.5% | +2.8% | -6.4% |
| 6M | +8.6% | -21.4% | +30.1% | +16.0% |
| YTD | +33.0% | -3.5% | +36.5% | +29.5% |
| 1Y | +68.3% | +17.4% | +51.0% | +49.3% |
| 3Y | +0.1% | +291.3% | -291.1% | -51.4% |
| 5Y | +102.6% | +241.9% | -139.3% | -2.2% |
| All | +3.2% | +325.8% | -322.6% | -62.2% |
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