-20.8%
HAL vs TPR
+386.9%
-407.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -6.5% | +12.1% | -18.6% | -10.8% |
| 30D | -2.1% | +16.7% | -18.8% | -8.4% |
| 3M | -4.9% | -17.4% | +12.5% | +0.8% |
| 6M | -19.3% | +2.3% | -21.6% | -22.2% |
| YTD | +14.3% | +7.1% | +7.2% | +6.0% |
| 1Y | +17.3% | +29.5% | -12.2% | +0.1% |
| 3Y | -10.9% | +415.0% | -426.0% | -61.7% |
| 5Y | +47.4% | +261.5% | -214.1% | -30.1% |
| 10Y | -20.8% | +383.3% | -404.1% | -71.2% |
| All | -20.8% | +386.9% | -407.7% | -71.2% |
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