+6.7%
HD vs HAL
+58.8%
-52.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | +1.5% | +6.1% | -4.6% | +0.9% |
| 30D | +18.0% | +2.9% | +15.1% | +17.5% |
| 3M | +2.8% | +3.3% | -0.5% | +2.2% |
| 6M | +17.0% | -16.9% | +33.9% | +19.0% |
| YTD | +3.5% | +21.2% | -17.6% | -0.3% |
| 1Y | -2.6% | +27.5% | -30.1% | -6.9% |
| 3Y | +30.7% | -6.4% | +37.2% | +27.8% |
| All | +6.7% | +58.8% | -52.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling