-37.8%
U vs HAL
+180.8%
-218.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +4.4% | -1.3% | +5.7% | +4.6% |
| 30D | -1.3% | +10.9% | -12.2% | -3.3% |
| 3M | +49.6% | -5.8% | +55.4% | +50.8% |
| 6M | +100.2% | +8.1% | +92.1% | +95.6% |
| YTD | -3.7% | +33.2% | -36.9% | -10.3% |
| 1Y | -6.5% | +74.2% | -80.7% | -18.0% |
| 3Y | +12.9% | -3.7% | +16.6% | +7.2% |
| 5Y | -68.3% | +111.9% | -180.2% | -70.2% |
| All | -37.8% | +180.8% | -218.5% | -30.7% |
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 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