+199.8%
TER vs HAL
+74.7%
+125.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | +0.6% | +2.9% | -2.4% | -0.4% |
| 30D | -8.3% | +17.0% | -25.4% | -13.2% |
| 3M | -12.2% | -9.7% | -2.6% | -8.7% |
| 6M | +17.0% | +8.6% | +8.4% | +10.0% |
| YTD | +84.6% | +33.0% | +51.6% | +56.8% |
| 1Y | +199.8% | +68.3% | +131.5% | +136.2% |
| All | +199.8% | +74.7% | +125.1% | +136.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling