+68.4%
T vs HAL
+3.0%
+65.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +4.6% | +10.9% | -6.3% | +3.0% |
| 3M | +12.2% | -5.8% | +18.1% | +13.0% |
| 6M | -6.5% | +8.1% | -14.6% | -7.8% |
| YTD | +4.9% | +33.2% | -28.3% | +0.1% |
| 1Y | -10.5% | +74.2% | -84.7% | -18.2% |
| 3Y | +104.6% | -3.7% | +108.3% | +101.3% |
| 5Y | +64.2% | +111.9% | -47.7% | +36.1% |
| 10Y | +68.4% | +7.4% | +61.1% | +34.8% |
| All | +68.4% | +3.0% | +65.4% | +34.8% |
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