+7.4%
HAL vs UL
+65.2%
-57.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.3% |
| 30D | +10.9% | -0.6% | +11.5% | +11.0% |
| 3M | -5.8% | +9.4% | -15.3% | -9.1% |
| 6M | +8.1% | -4.1% | +12.2% | +8.8% |
| YTD | +33.2% | -2.0% | +35.2% | +32.7% |
| 1Y | +74.2% | -9.0% | +83.1% | +77.7% |
| 3Y | -3.7% | +21.8% | -25.5% | -14.9% |
| 5Y | +111.9% | +20.6% | +91.3% | +84.7% |
| 10Y | +7.4% | +67.7% | -60.3% | -11.1% |
| All | +7.4% | +65.2% | -57.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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