-58.1%
FIG vs HAL
+17.0%
-75.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -11.4% | -6.5% | -4.9% | -11.4% |
| 30D | -17.2% | -2.1% | -15.1% | -17.3% |
| 3M | -26.6% | -4.9% | -21.8% | -26.8% |
| 6M | -9.8% | -19.3% | +9.5% | -9.8% |
| YTD | -50.1% | +14.3% | -64.4% | -53.7% |
| 1Y | -58.1% | +17.3% | -75.4% | -61.8% |
| All | -58.1% | +17.0% | -75.1% | -61.8% |
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 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