+133.9%
HL vs HAL
+74.7%
+59.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +1.5% | +2.9% | -1.5% | +1.5% |
| 30D | +25.1% | +17.0% | +8.0% | +25.2% |
| 3M | +22.9% | -9.7% | +32.5% | +23.3% |
| 6M | -4.9% | +8.6% | -13.5% | -4.9% |
| YTD | +7.8% | +33.0% | -25.2% | +13.0% |
| 1Y | +133.9% | +68.3% | +65.6% | +180.8% |
| All | +133.9% | +74.7% | +59.2% | +180.8% |
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