+311.1%
SPY vs HAL
-17.4%
+328.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -2.4% | +1.0% | -3.4% | -2.6% |
| 3M | -1.2% | -2.1% | +1.0% | -1.0% |
| 6M | +3.3% | -17.5% | +20.8% | +6.7% |
| YTD | +12.3% | +18.1% | -5.8% | +7.2% |
| 1Y | +12.4% | +19.7% | -7.3% | +6.9% |
| 3Y | +78.8% | -7.9% | +86.7% | +75.3% |
| 5Y | +75.2% | +53.1% | +22.1% | +48.7% |
| 10Y | +311.1% | -16.8% | +327.9% | +235.4% |
| All | +311.1% | -17.4% | +328.5% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling