+58.8%
T vs HAL
-18.9%
+77.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +2.6% | -6.5% | +9.1% | +3.5% |
| 30D | -1.1% | -2.1% | +1.0% | -1.0% |
| 3M | -7.7% | -4.9% | -2.9% | -7.3% |
| 6M | -10.6% | -19.3% | +8.7% | -8.3% |
| YTD | -7.5% | +14.3% | -21.8% | -10.0% |
| 1Y | -7.4% | +17.3% | -24.7% | -10.3% |
| 3Y | +63.1% | -10.9% | +74.0% | +61.9% |
| 5Y | +55.2% | +47.4% | +7.8% | +36.3% |
| 10Y | +58.8% | -20.8% | +79.6% | +33.7% |
| All | +58.8% | -18.9% | +77.7% | +33.7% |
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