-5.3%
HAL vs FCUV
-87.2%
+81.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | -0.6% |
| 7D | +2.9% | +62.8% | -59.9% | +2.9% |
| 30D | +17.0% | +66.5% | -49.5% | +17.0% |
| 3M | -9.7% | +459.9% | -469.6% | -9.7% |
| 6M | +8.6% | -12.4% | +21.0% | +8.4% |
| YTD | +33.0% | -47.5% | +80.5% | +32.6% |
| 1Y | +68.3% | -80.5% | +148.8% | +67.7% |
| 3Y | +0.1% | -97.6% | +97.7% | -0.2% |
| 5Y | +102.6% | -99.5% | +202.2% | +101.7% |
| 10Y | +3.8% | -95.8% | +99.6% | +6.2% |
| All | -5.3% | -87.2% | +81.9% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling