+1.2%
HAL vs FDX
+178.0%
-176.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.6% |
| 7D | +0.5% | -3.3% | +3.8% | +2.1% |
| 30D | +15.9% | -1.4% | +17.3% | +16.4% |
| 3M | -8.7% | -4.5% | -4.2% | -7.3% |
| 6M | +9.0% | +9.4% | -0.4% | +1.2% |
| YTD | +32.0% | +36.0% | -4.0% | +8.1% |
| 1Y | +72.5% | +75.5% | -3.0% | +22.0% |
| 3Y | -4.5% | +62.8% | -67.3% | -33.2% |
| 5Y | +109.7% | +64.4% | +45.3% | +36.6% |
| 10Y | +1.2% | +175.5% | -174.3% | -60.1% |
| All | +1.2% | +178.0% | -176.8% | -60.1% |
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