+1,001.8%
TER vs HAL
-18.5%
+1,020.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.7% |
| 7D | -5.8% | -7.9% | +2.1% | -3.2% |
| 30D | -38.9% | -2.1% | -36.9% | -38.4% |
| 3M | -35.1% | +0.4% | -35.6% | -35.3% |
| 6M | -31.6% | -19.2% | -12.3% | -27.4% |
| YTD | +27.2% | +14.4% | +12.9% | +20.9% |
| 1Y | +35.2% | +18.0% | +17.2% | +27.2% |
| 3Y | +192.8% | -9.7% | +202.5% | +190.9% |
| 5Y | +72.4% | +40.1% | +32.3% | +44.2% |
| 10Y | +1,001.8% | -19.1% | +1,021.0% | +736.0% |
| All | +1,001.8% | -18.5% | +1,020.3% | +736.0% |
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