+108.9%
T vs HAL
-3.4%
+112.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | +11.4% | +17.0% | -5.7% | +11.1% |
| 3M | +14.3% | -9.7% | +23.9% | +14.2% |
| 6M | -9.3% | +8.6% | -17.9% | -9.3% |
| YTD | +7.1% | +33.0% | -25.9% | +6.9% |
| 1Y | -9.1% | +68.3% | -77.4% | -9.5% |
| All | +108.9% | -3.4% | +112.3% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling