-8.3%
T vs HAL
-17.3%
+9.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.5% |
| 7D | +2.0% | -0.2% | +2.2% | +1.9% |
| 30D | -1.0% | +1.0% | -2.0% | -1.4% |
| 3M | -8.1% | -2.1% | -6.0% | -8.4% |
| 6M | -8.3% | -17.5% | +9.2% | -8.6% |
| All | -8.3% | -17.3% | +9.0% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling