+14.7%
HAL vs Z
+25.1%
-10.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +2.9% | -3.0% | +5.9% | +3.4% |
| 30D | +17.0% | -4.2% | +21.2% | +17.5% |
| 3M | -9.7% | -3.7% | -5.9% | -9.7% |
| 6M | +8.6% | -24.5% | +33.1% | +12.7% |
| YTD | +33.0% | -49.3% | +82.3% | +47.6% |
| 1Y | +68.3% | -58.7% | +127.0% | +93.1% |
| 3Y | +0.1% | -34.1% | +34.2% | +1.3% |
| 5Y | +102.6% | -64.5% | +167.2% | +119.2% |
| 10Y | +3.8% | -0.5% | +4.3% | -27.0% |
| All | +14.7% | +25.1% | -10.4% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling