-20.8%
HAL vs FE
+110.9%
-131.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | -2.1% | +4.3% | -6.4% | -3.9% |
| 3M | -4.9% | +0.4% | -5.2% | -5.2% |
| 6M | -19.3% | +6.9% | -26.2% | -22.0% |
| YTD | +14.3% | +8.0% | +6.3% | +9.4% |
| 1Y | +17.3% | +4.8% | +12.5% | +13.6% |
| 3Y | -10.9% | +49.0% | -59.9% | -28.6% |
| 5Y | +47.4% | +46.2% | +1.2% | +17.9% |
| 10Y | -20.8% | +120.9% | -141.7% | -39.2% |
| All | -20.8% | +110.9% | -131.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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