+105.3%
HAL vs FDS
-17.4%
+122.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.1% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | +17.0% | +9.0% | +8.0% | +15.4% |
| 3M | -9.7% | +18.9% | -28.5% | -12.5% |
| 6M | +8.6% | +35.1% | -26.5% | +1.9% |
| YTD | +33.0% | +5.5% | +27.5% | +32.3% |
| 1Y | +68.3% | -16.8% | +85.1% | +79.2% |
| 3Y | +0.1% | -28.1% | +28.2% | +10.8% |
| All | +105.3% | -17.4% | +122.7% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling