+1,872.1%
T vs HAL
+597.8%
+1,274.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +11.4% | +17.0% | -5.7% | +8.9% |
| 3M | +14.3% | -9.7% | +23.9% | +15.7% |
| 6M | -9.3% | +8.6% | -17.9% | -10.7% |
| YTD | +7.1% | +33.0% | -25.9% | +2.3% |
| 1Y | -9.1% | +68.3% | -77.4% | -16.3% |
| 3Y | +105.3% | +0.1% | +105.2% | +99.9% |
| 5Y | +66.8% | +102.6% | -35.8% | +42.4% |
| 10Y | +66.8% | +3.8% | +63.0% | +43.4% |
| All | +1,872.1% | +597.8% | +1,274.3% | +1,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling