+836.5%
PM vs HAL
+20.7%
+815.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.5% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -2.8% | +1.0% | -3.8% | -3.0% |
| 3M | +6.3% | -2.1% | +8.5% | +6.5% |
| 6M | +9.6% | -17.5% | +27.1% | +12.7% |
| YTD | +25.6% | +18.1% | +7.5% | +21.0% |
| 1Y | +29.7% | +19.7% | +9.9% | +24.5% |
| 3Y | +147.6% | -7.9% | +155.5% | +143.0% |
| 5Y | +160.1% | +53.1% | +107.1% | +122.5% |
| 10Y | +260.9% | -16.8% | +277.7% | +202.3% |
| All | +836.5% | +20.7% | +815.8% | +460.5% |
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