+130.6%
HPE vs HAL
+69.2%
+61.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.4% | -5.8% |
| 7D | +1.4% | -3.3% | +4.7% | +2.0% |
| 30D | +1.5% | +7.2% | -5.7% | +0.3% |
| 3M | +21.7% | -8.8% | +30.5% | +24.2% |
| 6M | +164.2% | +3.0% | +161.2% | +161.2% |
| YTD | +132.1% | +29.4% | +102.7% | +117.9% |
| 1Y | +130.6% | +62.8% | +67.8% | +107.5% |
| All | +130.6% | +69.2% | +61.5% | +107.5% |
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