+5.2%
SSPC vs HAL
-14.4%
+19.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.1% | +10.9% | +8.2% |
| 7D | +11.8% | -7.7% | +19.5% | +13.1% |
| 30D | +44.7% | +0.7% | +44.1% | +43.9% |
| 3M | -40.7% | +2.5% | -43.1% | -38.6% |
| All | +5.2% | -14.4% | +19.6% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling