+270.4%
HAL vs FDS
+10,327.4%
-10,057.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.9% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | +0.3% | +20.2% | -19.9% | -5.9% |
| 3M | -1.6% | +19.9% | -21.5% | -8.1% |
| 6M | -20.5% | +56.2% | -76.6% | -33.2% |
| YTD | +14.2% | +14.6% | -0.3% | +4.5% |
| 1Y | +18.9% | +31.6% | -12.7% | +3.5% |
| 3Y | -13.7% | -23.8% | +10.1% | -10.8% |
| 5Y | +42.2% | -22.6% | +64.7% | +43.9% |
| 10Y | -16.7% | +139.3% | -156.0% | -41.3% |
| All | +270.4% | +10,327.4% | -10,057.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling