+0.8%
HL vs HAL
+535.9%
-535.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -3.0% |
| 7D | -11.1% | +6.1% | -17.2% | -13.0% |
| 30D | -12.1% | +2.9% | -15.0% | -13.3% |
| 3M | -26.1% | +3.3% | -29.4% | -27.2% |
| 6M | -37.7% | -16.9% | -20.8% | -34.3% |
| YTD | -31.7% | +21.2% | -52.9% | -37.4% |
| 1Y | -11.6% | +27.5% | -39.2% | -20.4% |
| 3Y | +249.6% | -6.4% | +256.1% | +238.5% |
| 5Y | +108.5% | +58.0% | +50.5% | +62.7% |
| 10Y | +127.0% | -14.6% | +141.6% | +88.0% |
| All | +0.8% | +535.9% | -535.1% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling