+41.1%
HAL vs FANG
+1,395.6%
-1,354.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | -0.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +10.9% | +2.4% | +8.5% | +9.1% |
| 3M | -5.8% | +4.9% | -10.7% | -9.2% |
| 6M | +8.1% | +12.0% | -3.9% | -0.9% |
| YTD | +33.2% | +37.1% | -3.9% | +6.1% |
| 1Y | +74.2% | +52.3% | +21.9% | +29.2% |
| 3Y | -3.7% | +45.0% | -48.6% | -26.4% |
| 5Y | +111.9% | +231.0% | -119.1% | -3.2% |
| 10Y | +7.4% | +177.5% | -170.1% | -55.5% |
| All | +41.1% | +1,395.6% | -1,354.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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