+18.4%
U vs HAL
+25.6%
-7.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +4.6% |
| 7D | +7.5% | -7.7% | +15.2% | +6.9% |
| 30D | -7.0% | +0.7% | -7.7% | -7.1% |
| 3M | +20.6% | +2.5% | +18.1% | +20.5% |
| 6M | +53.2% | -20.7% | +73.9% | +52.7% |
| YTD | -3.9% | +18.4% | -22.3% | -10.2% |
| 1Y | +18.4% | +25.6% | -7.2% | +7.7% |
| All | +18.4% | +25.6% | -7.2% | +7.7% |
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