+828.4%
SPYM vs HAL
+76.7%
+751.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +2.9% | -2.8% | -0.6% |
| 30D | +0.1% | +17.0% | -17.0% | -3.6% |
| 3M | +2.0% | -9.7% | +11.7% | +4.0% |
| 6M | +13.1% | +8.6% | +4.4% | +10.0% |
| YTD | +13.6% | +33.0% | -19.4% | +5.1% |
| 1Y | +20.1% | +68.3% | -48.3% | +4.5% |
| 3Y | +77.6% | +0.1% | +77.4% | +70.6% |
| 5Y | +82.5% | +102.6% | -20.1% | +41.4% |
| 10Y | +317.6% | +3.8% | +313.8% | +230.1% |
| All | +828.4% | +76.7% | +751.7% | +435.0% |
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 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