+12.5%
HAL vs FBTC
+59.7%
-47.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.7% |
| 7D | -3.3% | -5.8% | +2.6% | -2.6% |
| 30D | +7.2% | +21.4% | -14.2% | +4.7% |
| 3M | -8.8% | +24.5% | -33.3% | -11.3% |
| 6M | +3.0% | +9.9% | -6.9% | +1.3% |
| YTD | +29.4% | -12.0% | +41.4% | +31.0% |
| 1Y | +62.8% | -32.3% | +95.2% | +70.4% |
| All | +12.5% | +59.7% | -47.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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