+621.7%
HPE vs HAL
+22.8%
+598.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -0.6% | +2.9% | -3.5% | -1.6% |
| 30D | -2.3% | +17.0% | -19.3% | -7.7% |
| 3M | -2.9% | -9.7% | +6.8% | 0.0% |
| 6M | +143.6% | +8.6% | +134.9% | +134.1% |
| YTD | +118.5% | +33.0% | +85.5% | +95.1% |
| 1Y | +129.2% | +68.3% | +60.9% | +87.4% |
| 3Y | +212.5% | +0.1% | +212.4% | +197.4% |
| 5Y | +286.9% | +102.6% | +184.3% | +171.1% |
| 10Y | +432.3% | +3.8% | +428.5% | +291.0% |
| All | +621.7% | +22.8% | +598.9% | +368.0% |
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