+202.8%
TER vs HAL
+104.8%
+98.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.6% | +2.9% | -2.3% | -0.3% |
| 30D | -8.3% | +17.0% | -25.3% | -12.9% |
| 3M | -12.2% | -9.7% | -2.6% | -9.7% |
| 6M | +17.1% | +8.6% | +8.4% | +12.7% |
| YTD | +84.7% | +33.0% | +51.7% | +66.3% |
| 1Y | +199.9% | +68.3% | +131.6% | +150.5% |
| 3Y | +232.8% | +0.1% | +232.7% | +208.2% |
| All | +202.8% | +104.8% | +98.1% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling