+163.0%
LITE vs HAL
+28.0%
+135.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -5.7% |
| 7D | +10.8% | +6.1% | +4.7% | +8.2% |
| 30D | -33.4% | +2.9% | -36.3% | -33.2% |
| 3M | -32.2% | +3.3% | -35.6% | -32.0% |
| 6M | -42.1% | -16.9% | -25.2% | -38.3% |
| YTD | +61.9% | +21.2% | +40.7% | +64.1% |
| 1Y | +163.0% | +27.5% | +135.4% | +152.5% |
| All | +163.0% | +28.0% | +135.0% | +152.5% |
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