+78.0%
SPYM vs HAL
-5.8%
+83.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | +2.6% | +6.1% | -3.5% | +1.6% |
| 30D | -2.0% | +2.9% | -4.9% | -2.5% |
| 3M | -2.8% | +3.3% | -6.1% | -3.5% |
| 6M | +2.2% | -16.9% | +19.1% | +5.0% |
| YTD | +11.5% | +21.2% | -9.6% | +5.8% |
| 1Y | +13.5% | +27.5% | -14.0% | +6.5% |
| 3Y | +78.0% | -6.4% | +84.5% | +68.5% |
| All | +78.0% | -5.8% | +83.8% | +68.5% |
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 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