+276.2%
HPE vs HAL
+58.8%
+217.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.7% |
| 7D | +7.9% | +6.1% | +1.8% | +5.9% |
| 30D | -23.5% | +2.9% | -26.4% | -24.0% |
| 3M | -19.1% | +3.3% | -22.4% | -20.0% |
| 6M | +51.4% | -16.9% | +68.3% | +59.6% |
| YTD | +103.4% | +21.2% | +82.3% | +88.7% |
| 1Y | +114.4% | +27.5% | +86.8% | +95.6% |
| 3Y | +224.7% | -6.4% | +231.1% | +211.7% |
| All | +276.2% | +58.8% | +217.4% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling