+231.7%
SPOT vs HAL
-4.5%
+236.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -6.5% | -1.3% | -5.2% | -6.4% |
| 30D | +2.2% | +10.9% | -8.7% | +1.6% |
| 3M | +5.4% | -5.8% | +11.2% | +5.8% |
| 6M | -4.0% | +8.1% | -12.1% | -4.6% |
| YTD | -9.9% | +33.2% | -43.1% | -12.2% |
| 1Y | -27.3% | +74.2% | -101.4% | -30.8% |
| All | +231.7% | -4.5% | +236.2% | +193.0% |
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