+247.2%
HD vs HAL
-18.9%
+266.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | -6.5% | +11.7% | +6.4% |
| 30D | +20.7% | -2.1% | +22.8% | +21.0% |
| 3M | +0.8% | -4.9% | +5.7% | +1.3% |
| 6M | +12.2% | -19.3% | +31.5% | +15.7% |
| YTD | +4.2% | +14.3% | -10.1% | +0.1% |
| 1Y | -2.6% | +17.3% | -19.9% | -7.0% |
| 3Y | +30.0% | -10.9% | +40.9% | +28.1% |
| 5Y | +8.1% | +47.4% | -39.3% | -7.6% |
| 10Y | +247.2% | -20.8% | +268.0% | +161.4% |
| All | +247.2% | -18.9% | +266.1% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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