+66.1%
T vs HAL
+101.7%
-35.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | +7.6% | +15.9% | -8.3% | +6.4% |
| 3M | +15.3% | -8.7% | +24.0% | +15.9% |
| 6M | -8.5% | +9.0% | -17.5% | -9.2% |
| YTD | +6.8% | +32.0% | -25.2% | +4.3% |
| 1Y | -7.2% | +72.5% | -79.7% | -11.5% |
| 3Y | +108.2% | -4.5% | +112.8% | +109.3% |
| 5Y | +66.1% | +109.7% | -43.6% | +38.1% |
| All | +66.1% | +101.7% | -35.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling