-1.5%
HAL vs Z
+6.9%
-8.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | -12.0% | -4.6% | -7.4% | -11.5% |
| 30D | +0.3% | +8.3% | -8.0% | -1.7% |
| 3M | -1.6% | -11.6% | +10.0% | -0.5% |
| 6M | -20.5% | -33.6% | +13.2% | -15.9% |
| YTD | +14.2% | -56.7% | +70.9% | +29.2% |
| 1Y | +18.9% | -59.1% | +78.0% | +35.7% |
| 3Y | -13.7% | -20.4% | +6.6% | -16.7% |
| 5Y | +42.2% | -55.3% | +97.4% | +46.2% |
| 10Y | -16.7% | -14.2% | -2.5% | -40.4% |
| All | -1.5% | +6.9% | -8.3% | -33.2% |
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 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