-68.0%
U vs HAL
+101.7%
-169.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | -0.6% | +15.9% | -16.5% | -4.5% |
| 3M | +48.4% | -8.7% | +57.2% | +51.4% |
| 6M | +115.4% | +9.0% | +106.3% | +107.8% |
| YTD | -3.2% | +32.0% | -35.2% | -12.5% |
| 1Y | -6.0% | +72.5% | -78.5% | -22.1% |
| 3Y | +13.5% | -4.5% | +18.0% | +7.0% |
| 5Y | -68.0% | +109.7% | -177.7% | -72.0% |
| All | -68.0% | +101.7% | -169.7% | -72.0% |
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