-6.4%
HAL vs FDS
-23.3%
+16.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +6.1% | +1.5% | +4.6% | +6.0% |
| 30D | +2.9% | +14.8% | -11.9% | +1.4% |
| 3M | +3.3% | +16.3% | -12.9% | +1.7% |
| 6M | -16.9% | +66.2% | -83.1% | -22.1% |
| YTD | +21.2% | +16.2% | +4.9% | +21.5% |
| 1Y | +27.5% | +21.8% | +5.7% | +26.1% |
| 3Y | -6.4% | -23.9% | +17.4% | +5.5% |
| All | -6.4% | -23.3% | +16.8% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling