+122.5%
PM vs HAL
-2.7%
+125.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -4.9% | +2.9% | -7.8% | -4.8% |
| 30D | -3.4% | +17.0% | -20.4% | -3.1% |
| 3M | +5.2% | -9.7% | +14.8% | +5.1% |
| 6M | +3.7% | +8.6% | -4.9% | +4.1% |
| YTD | +15.8% | +33.0% | -17.2% | +16.9% |
| 1Y | +17.4% | +68.3% | -50.9% | +19.7% |
| All | +122.5% | -2.7% | +125.2% | +123.9% |
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