+1.6%
PG vs HAL
-7.8%
+9.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.9% |
| 30D | +0.8% | +8.2% | -7.3% | +1.1% |
| 3M | -1.3% | -9.4% | +8.1% | -1.6% |
| 6M | -3.8% | +0.6% | -4.5% | -4.0% |
| YTD | +3.6% | +28.6% | -24.9% | +3.8% |
| 1Y | -5.7% | +63.9% | -69.6% | -5.2% |
| 3Y | +1.6% | -7.1% | +8.7% | -1.8% |
| All | +1.6% | -7.8% | +9.4% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling