+595.7%
HAL vs UL
+2,661.1%
-2,065.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.9% | -1.3% | +4.3% | +3.5% |
| 30D | +17.0% | +0.5% | +16.6% | +16.7% |
| 3M | -9.7% | +17.6% | -27.3% | -16.1% |
| 6M | +8.6% | -5.4% | +14.0% | +9.7% |
| YTD | +33.0% | +0.7% | +32.3% | +30.6% |
| 1Y | +68.3% | -9.3% | +77.6% | +71.8% |
| 3Y | +0.1% | +24.5% | -24.4% | -12.5% |
| 5Y | +102.6% | +23.2% | +79.4% | +74.1% |
| 10Y | +3.8% | +64.5% | -60.7% | -21.9% |
| All | +595.7% | +2,661.1% | -2,065.3% | +120.3% |
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