+10.8%
HD vs HAL
+104.8%
-94.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -2.1% | +2.9% | -5.0% | -2.4% |
| 30D | -8.4% | +17.0% | -25.5% | -10.0% |
| 3M | +4.3% | -9.7% | +14.0% | +5.4% |
| 6M | -11.1% | +8.6% | -19.8% | -12.6% |
| YTD | -4.7% | +33.0% | -37.7% | -8.9% |
| 1Y | -19.8% | +68.3% | -88.1% | -26.1% |
| 3Y | +4.1% | +0.1% | +4.0% | +1.2% |
| All | +10.8% | +104.8% | -94.0% | -3.3% |
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