-18.6%
HAL vs TPR
+383.4%
-402.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | -12.0% | +14.2% | -26.2% | -16.7% |
| 30D | +0.3% | +17.1% | -16.8% | -6.2% |
| 3M | -1.6% | -17.7% | +16.1% | +4.5% |
| 6M | -20.5% | -10.2% | -10.3% | -19.4% |
| YTD | +14.2% | +4.9% | +9.3% | +6.8% |
| 1Y | +18.9% | +36.1% | -17.3% | -0.8% |
| 3Y | -13.7% | +416.5% | -430.2% | -63.0% |
| 5Y | +42.2% | +254.8% | -212.6% | -32.1% |
| All | -18.6% | +383.4% | -402.0% | -69.9% |
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