+264.0%
SPOT vs HAL
-5.2%
+269.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.9% | +2.9% | -3.9% | -1.3% |
| 30D | +12.5% | +17.0% | -4.6% | +10.0% |
| 3M | +9.9% | -9.7% | +19.5% | +11.2% |
| 6M | +1.6% | +8.6% | -7.1% | -0.1% |
| YTD | -6.6% | +33.0% | -39.6% | -11.0% |
| 1Y | -22.9% | +68.3% | -91.2% | -29.3% |
| 3Y | +244.3% | +0.1% | +244.2% | +234.8% |
| 5Y | +117.8% | +102.6% | +15.2% | +86.7% |
| All | +264.0% | -5.2% | +269.2% | +240.6% |
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