-19.1%
HAL vs FDX
+160.0%
-179.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -1.7% |
| 7D | -7.9% | +0.2% | -8.1% | -8.1% |
| 30D | -2.1% | +9.3% | -11.4% | -6.8% |
| 3M | +0.4% | +0.5% | 0.0% | -0.7% |
| 6M | -19.2% | +5.3% | -24.6% | -22.9% |
| YTD | +14.4% | +38.6% | -24.2% | -7.8% |
| 1Y | +18.0% | +53.5% | -35.6% | -10.4% |
| 3Y | -9.7% | +74.2% | -83.9% | -39.2% |
| 5Y | +40.1% | +75.3% | -35.1% | -12.4% |
| 10Y | -19.1% | +156.3% | -175.4% | -67.6% |
| All | -19.1% | +160.0% | -179.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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