-19.1%
HAL vs Z
-11.7%
-7.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.5% |
| 7D | -7.9% | -5.2% | -2.7% | -7.3% |
| 30D | -2.1% | +5.7% | -7.8% | -3.6% |
| 3M | +0.4% | -8.7% | +9.2% | +1.0% |
| 6M | -19.2% | -26.0% | +6.7% | -16.2% |
| YTD | +14.4% | -55.0% | +69.4% | +28.5% |
| 1Y | +18.0% | -58.0% | +76.0% | +34.0% |
| 3Y | -9.7% | -15.2% | +5.5% | -13.9% |
| 5Y | +40.1% | -53.8% | +94.0% | +43.4% |
| 10Y | -19.1% | -14.5% | -4.6% | -41.2% |
| All | -19.1% | -11.7% | -7.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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