+269.4%
HPE vs HAL
-4.5%
+273.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | +13.6% | -1.3% | +15.0% | +14.1% |
| 30D | +7.7% | +10.9% | -3.2% | +3.9% |
| 3M | +22.4% | -5.8% | +28.2% | +24.4% |
| 6M | +172.6% | +8.1% | +164.5% | +162.5% |
| YTD | +147.5% | +33.2% | +114.3% | +120.1% |
| 1Y | +151.8% | +74.2% | +77.6% | +100.4% |
| All | +269.4% | -4.5% | +273.9% | +225.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling