+105.3%
HAL vs FE
+45.0%
+60.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.9% | +1.9% | +1.0% | +2.4% |
| 30D | +17.0% | -1.2% | +18.2% | +17.3% |
| 3M | -9.7% | +3.5% | -13.1% | -10.6% |
| 6M | +8.6% | -6.1% | +14.7% | +10.2% |
| YTD | +33.0% | +7.6% | +25.4% | +29.4% |
| 1Y | +68.3% | +11.9% | +56.4% | +61.4% |
| 3Y | +0.1% | +48.4% | -48.3% | -16.1% |
| All | +105.3% | +45.0% | +60.3% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling