+213.5%
TER vs HAL
+70.0%
+143.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +11.0% | +0.5% | +10.5% | +10.8% |
| 30D | -1.9% | +15.9% | -17.8% | -6.8% |
| 3M | -0.7% | -8.7% | +8.1% | +2.6% |
| 6M | +36.4% | +9.0% | +27.3% | +27.7% |
| YTD | +92.4% | +32.0% | +60.4% | +63.8% |
| 1Y | +213.5% | +72.5% | +141.1% | +148.5% |
| All | +213.5% | +70.0% | +143.5% | +148.5% |
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 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