-39.0%
U vs HAL
+180.3%
-219.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.8% | +2.9% | -6.7% | -4.3% |
| 30D | +17.5% | +17.0% | +0.4% | +14.0% |
| 3M | +38.7% | -9.7% | +48.4% | +41.0% |
| 6M | +104.4% | +8.6% | +95.8% | +99.6% |
| YTD | -5.7% | +33.0% | -38.7% | -12.2% |
| 1Y | +3.7% | +68.3% | -64.6% | -8.4% |
| 3Y | +12.3% | +0.1% | +12.2% | +6.2% |
| 5Y | -68.8% | +102.6% | -171.4% | -70.8% |
| All | -39.0% | +180.3% | -219.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling