-19.1%
HAL vs FDS
+135.1%
-154.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -7.9% | -5.0% | -2.9% | -6.2% |
| 30D | -2.1% | +13.8% | -15.8% | -7.2% |
| 3M | +0.4% | +14.8% | -14.4% | -5.8% |
| 6M | -19.2% | +47.4% | -66.6% | -33.2% |
| YTD | +14.4% | +14.2% | +0.2% | +4.2% |
| 1Y | +18.0% | +26.6% | -8.7% | +1.5% |
| 3Y | -9.7% | -24.4% | +14.7% | -1.1% |
| 5Y | +40.1% | -22.6% | +62.8% | +46.6% |
| 10Y | -19.1% | +130.0% | -149.1% | -48.2% |
| All | -19.1% | +135.1% | -154.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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