+498.0%
HAL vs UL
+2,758.7%
-2,260.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.5% | +2.6% | -9.0% | -7.5% |
| 30D | -2.1% | +6.8% | -8.9% | -4.9% |
| 3M | -4.9% | +5.7% | -10.6% | -7.4% |
| 6M | -19.3% | +15.9% | -35.2% | -24.9% |
| YTD | +14.3% | +4.3% | +10.0% | +10.3% |
| 1Y | +17.3% | -0.4% | +17.7% | +15.2% |
| 3Y | -10.9% | +35.0% | -45.9% | -24.9% |
| 5Y | +47.4% | +31.6% | +15.8% | +22.8% |
| 10Y | -20.8% | +104.6% | -125.4% | -45.8% |
| All | +498.0% | +2,758.7% | -2,260.7% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling