+54.6%
TER vs HAL
+41.5%
+13.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | -20.5% | -12.0% | -8.5% | -16.9% |
| 30D | -47.0% | +0.3% | -47.3% | -47.0% |
| 3M | -43.3% | -1.6% | -41.7% | -43.1% |
| 6M | -42.9% | -20.5% | -22.4% | -38.7% |
| YTD | +12.9% | +14.2% | -1.4% | +6.5% |
| 1Y | +18.2% | +18.9% | -0.7% | +9.9% |
| 3Y | +151.8% | -13.7% | +165.5% | +145.3% |
| All | +54.6% | +41.5% | +13.1% | +25.9% |
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