+62.8%
HAL vs FCUV
-94.3%
+157.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -2.9% |
| 7D | -3.3% | -72.0% | +68.7% | -2.8% |
| 30D | +7.2% | -8.0% | +15.2% | +6.9% |
| 3M | -8.8% | +66.3% | -75.1% | -10.5% |
| 6M | +3.0% | -75.3% | +78.3% | +4.3% |
| YTD | +29.4% | -83.0% | +112.4% | +31.5% |
| 1Y | +62.8% | -94.7% | +157.5% | +66.1% |
| All | +62.8% | -94.3% | +157.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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