+69.0%
F vs HAL
-17.4%
+86.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +3.3% | +1.0% | +2.3% | +2.6% |
| 3M | -11.3% | -2.1% | -9.2% | -11.2% |
| 6M | +5.3% | -17.5% | +22.8% | +10.7% |
| YTD | -2.2% | +18.1% | -20.4% | -10.3% |
| 1Y | -3.5% | +19.7% | -23.3% | -12.1% |
| 3Y | +49.5% | -7.9% | +57.4% | +44.8% |
| 5Y | -13.5% | +53.1% | -66.6% | -33.8% |
| 10Y | +69.0% | -16.8% | +85.8% | +18.2% |
| All | +69.0% | -17.4% | +86.4% | +18.2% |
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