-58.7%
FIG vs HAL
+72.7%
-131.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.2% |
| 7D | -14.5% | -1.3% | -13.1% | -14.5% |
| 30D | -13.3% | +10.9% | -24.2% | -13.1% |
| 3M | +7.4% | -5.8% | +13.3% | +7.7% |
| 6M | -27.8% | +8.1% | -35.9% | -27.7% |
| YTD | -41.1% | +33.2% | -74.3% | -42.7% |
| 1Y | -58.7% | +74.2% | -132.9% | -58.3% |
| All | -58.7% | +72.7% | -131.5% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling