+62.5%
T vs HAL
-13.9%
+76.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | +2.5% | +6.1% | -3.6% | +1.7% |
| 30D | -3.8% | +2.9% | -6.7% | -4.3% |
| 3M | -8.7% | +3.3% | -12.1% | -9.4% |
| 6M | -8.1% | -16.9% | +8.8% | -6.1% |
| YTD | -6.4% | +21.2% | -27.6% | -9.7% |
| 1Y | -9.8% | +27.5% | -37.3% | -13.6% |
| 3Y | +65.5% | -6.4% | +71.9% | +63.2% |
| 5Y | +57.0% | +58.0% | -1.1% | +36.5% |
| All | +62.5% | -13.9% | +76.4% | +36.6% |
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 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