+17.3%
HAL vs Z
-60.5%
+77.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | -0.4% |
| 7D | -6.5% | -6.5% | 0.0% | -6.6% |
| 30D | -2.1% | -0.1% | -2.0% | -1.9% |
| 3M | -4.9% | -14.1% | +9.3% | -5.6% |
| 6M | -19.3% | -30.1% | +10.8% | -20.1% |
| YTD | +14.3% | -57.5% | +71.8% | +14.3% |
| 1Y | +17.3% | -60.3% | +77.6% | +18.7% |
| All | +17.3% | -60.5% | +77.9% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling