+69.4%
F vs HAL
-20.0%
+89.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.0% | -6.5% | +7.5% | +3.2% |
| 30D | +2.1% | -2.1% | +4.2% | +2.6% |
| 3M | -10.3% | -4.9% | -5.4% | -9.3% |
| 6M | +3.3% | -19.3% | +22.6% | +9.3% |
| YTD | -2.0% | +14.3% | -16.3% | -9.1% |
| 1Y | -2.3% | +17.3% | -19.6% | -10.3% |
| 3Y | +49.9% | -10.9% | +60.8% | +46.8% |
| 5Y | -12.5% | +47.4% | -59.9% | -32.1% |
| All | +69.4% | -20.0% | +89.5% | +19.8% |
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