+3,899.5%
PG vs HAL
+598.9%
+3,300.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -2.6% | +10.9% | -13.5% | -3.5% |
| 3M | -3.3% | -5.8% | +2.5% | -3.0% |
| 6M | -6.7% | +8.1% | -14.8% | -7.7% |
| YTD | +1.7% | +33.2% | -31.5% | -1.3% |
| 1Y | -7.9% | +74.2% | -82.1% | -13.1% |
| 3Y | +0.9% | -3.7% | +4.6% | -0.5% |
| 5Y | +12.6% | +111.9% | -99.2% | +0.6% |
| 10Y | +117.2% | +7.4% | +109.8% | +93.7% |
| All | +3,899.5% | +598.9% | +3,300.6% | +2,301.1% |
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