-13.7%
HAL vs FDS
-23.2%
+9.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | +0.3% | +20.2% | -19.9% | -1.6% |
| 3M | -1.6% | +19.9% | -21.5% | -3.5% |
| 6M | -20.5% | +56.2% | -76.6% | -24.9% |
| YTD | +14.2% | +14.6% | -0.3% | +14.6% |
| 1Y | +18.9% | +31.6% | -12.7% | +14.7% |
| 3Y | -13.7% | -23.8% | +10.1% | -3.0% |
| All | -13.7% | -23.2% | +9.4% | -3.0% |
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