+57.4%
HL vs HAL
+592.7%
-535.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | +21.4% | +15.9% | +5.5% | +15.3% |
| 3M | +37.4% | -8.7% | +46.1% | +40.9% |
| 6M | +0.4% | +9.0% | -8.6% | -4.0% |
| YTD | +6.7% | +32.0% | -25.3% | -4.8% |
| 1Y | +102.4% | +72.5% | +29.9% | +62.0% |
| 3Y | +417.4% | -4.5% | +422.0% | +399.0% |
| 5Y | +243.3% | +109.7% | +133.6% | +142.5% |
| 10Y | +242.6% | +1.2% | +241.3% | +168.6% |
| All | +57.4% | +592.7% | -535.3% | -10.1% |
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