+153.0%
HYG vs HAL
+54.6%
+98.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.2% | -1.3% | +1.2% | 0.0% |
| 30D | -0.1% | +10.9% | -11.0% | -1.3% |
| 3M | +0.7% | -5.8% | +6.5% | +1.2% |
| 6M | +1.5% | +8.1% | -6.6% | +0.3% |
| YTD | +1.9% | +33.2% | -31.3% | -1.8% |
| 1Y | +3.7% | +74.2% | -70.4% | -3.4% |
| 3Y | +26.5% | -3.7% | +30.2% | +24.5% |
| 5Y | +19.0% | +111.9% | -92.9% | +3.6% |
| 10Y | +56.5% | +7.4% | +49.1% | +37.5% |
| All | +153.0% | +54.6% | +98.4% | +80.3% |
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 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