-8.3%
HAL vs USAR
-13.4%
+5.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | +0.1% |
| 7D | -7.9% | -1.1% | -6.8% | -7.9% |
| 30D | -2.1% | -30.3% | +28.2% | -1.9% |
| 3M | +0.4% | -54.7% | +55.1% | +0.9% |
| 6M | -19.2% | -67.5% | +48.3% | -18.7% |
| YTD | +14.4% | -26.4% | +40.8% | +14.7% |
| 1Y | +18.0% | -49.5% | +67.5% | +18.1% |
| 3Y | -9.7% | -14.5% | +4.8% | -2.1% |
| All | -8.3% | -13.4% | +5.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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