+18.3%
HYG vs HAL
+99.2%
-80.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | -0.7% | +8.2% | -8.9% | -1.2% |
| 3M | -0.2% | -9.4% | +9.2% | +0.3% |
| 6M | +1.4% | +0.6% | +0.8% | +1.2% |
| YTD | +1.5% | +28.6% | -27.1% | -0.3% |
| 1Y | +2.9% | +63.9% | -61.0% | -0.5% |
| 3Y | +25.6% | -7.1% | +32.8% | +24.7% |
| All | +18.3% | +99.2% | -80.9% | +13.3% |
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