+1,895.7%
TER vs HAL
+3.0%
+1,892.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +12.4% | -1.3% | +13.7% | +12.8% |
| 30D | +5.1% | +10.9% | -5.8% | +1.8% |
| 3M | +4.0% | -5.8% | +9.8% | +5.3% |
| 6M | +29.5% | +8.1% | +21.4% | +25.2% |
| YTD | +98.5% | +33.2% | +65.3% | +80.0% |
| 1Y | +234.1% | +74.2% | +159.9% | +179.1% |
| 3Y | +289.0% | -3.7% | +292.7% | +276.8% |
| 5Y | +228.2% | +111.9% | +116.3% | +141.7% |
| 10Y | +1,895.7% | +7.4% | +1,888.3% | +1,271.1% |
| All | +1,895.7% | +3.0% | +1,892.6% | +1,271.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling