+198.6%
PM vs HAL
+1.7%
+197.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -2.6% | +15.9% | -18.5% | -4.6% |
| 3M | +5.8% | -8.7% | +14.5% | +6.9% |
| 6M | +10.6% | +9.0% | +1.5% | +8.8% |
| YTD | +17.2% | +32.0% | -14.9% | +12.1% |
| 1Y | +17.6% | +72.5% | -54.8% | +8.0% |
| 3Y | +124.3% | -4.5% | +128.8% | +121.1% |
| 5Y | +125.1% | +109.7% | +15.4% | +85.8% |
| 10Y | +198.6% | +1.2% | +197.4% | +111.4% |
| All | +198.6% | +1.7% | +197.0% | +111.4% |
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