+843.8%
PM vs HAL
+16.7%
+827.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -5.2% | -12.0% | +6.7% | -3.2% |
| 30D | +2.7% | +0.3% | +2.4% | +2.6% |
| 3M | +6.1% | -1.6% | +7.7% | +6.1% |
| 6M | +18.0% | -20.5% | +38.5% | +22.0% |
| YTD | +26.6% | +14.2% | +12.4% | +22.6% |
| 1Y | +36.7% | +18.9% | +17.8% | +31.4% |
| 3Y | +146.0% | -13.7% | +159.7% | +144.2% |
| 5Y | +164.1% | +42.2% | +121.9% | +128.9% |
| 10Y | +238.8% | -16.7% | +255.5% | +183.3% |
| All | +843.8% | +16.7% | +827.1% | +468.1% |
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