+51.4%
HPE vs HAL
-18.4%
+69.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.6% |
| 7D | +7.9% | +6.1% | +1.8% | +5.9% |
| 30D | -23.5% | +2.9% | -26.4% | -23.5% |
| 3M | -19.1% | +3.3% | -22.4% | -19.0% |
| 6M | +51.4% | -16.9% | +68.3% | +75.1% |
| All | +51.4% | -18.4% | +69.8% | +75.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling