+272.5%
PM vs HAL
-13.9%
+286.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.8% |
| 7D | +0.5% | +6.1% | -5.5% | -0.3% |
| 30D | -3.2% | +2.9% | -6.1% | -3.7% |
| 3M | +6.2% | +3.3% | +2.9% | +5.6% |
| 6M | +7.7% | -16.9% | +24.6% | +10.0% |
| YTD | +27.3% | +21.2% | +6.1% | +23.0% |
| 1Y | +32.8% | +27.5% | +5.2% | +27.3% |
| 3Y | +150.0% | -6.4% | +156.5% | +146.8% |
| 5Y | +164.2% | +58.0% | +106.2% | +129.4% |
| All | +272.5% | -13.9% | +286.4% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling