+571.9%
HPE vs HAL
+11.9%
+560.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.8% |
| 7D | +7.9% | +6.1% | +1.8% | +5.7% |
| 30D | -23.5% | +2.9% | -26.4% | -24.1% |
| 3M | -19.1% | +3.3% | -22.4% | -20.1% |
| 6M | +51.4% | -16.9% | +68.3% | +60.3% |
| YTD | +103.4% | +21.2% | +82.3% | +87.5% |
| 1Y | +114.4% | +27.5% | +86.8% | +94.1% |
| 3Y | +224.7% | -6.4% | +231.1% | +217.3% |
| 5Y | +277.8% | +58.0% | +219.8% | +189.9% |
| 10Y | +371.1% | -14.6% | +385.7% | +279.3% |
| All | +571.9% | +11.9% | +560.0% | +349.8% |
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