+232.7%
LITE vs HAL
+25.6%
+207.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.1% | -4.7% | -6.8% |
| 7D | -31.4% | -7.7% | -23.7% | -29.3% |
| 30D | -42.6% | +0.7% | -43.3% | -42.0% |
| 3M | -26.2% | +2.5% | -28.7% | -25.9% |
| 6M | -35.8% | -20.7% | -15.1% | -30.6% |
| YTD | +70.0% | +18.4% | +51.7% | +71.1% |
| 1Y | +232.7% | +25.6% | +207.2% | +225.5% |
| All | +232.7% | +25.6% | +207.2% | +225.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling