-2.6%
HD vs HAL
+17.0%
-19.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | -6.5% | +11.7% | +4.3% |
| 30D | +20.7% | -2.1% | +22.8% | +20.2% |
| 3M | +0.8% | -4.9% | +5.7% | +0.2% |
| 6M | +12.2% | -19.3% | +31.5% | +10.9% |
| YTD | +4.2% | +14.3% | -10.1% | -3.0% |
| 1Y | -2.6% | +17.3% | -19.9% | -9.9% |
| All | -2.6% | +17.0% | -19.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling