+74.4%
HAL vs FE
+566.1%
-491.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -11.1% | +0.6% | -11.7% | -11.4% |
| 30D | -2.4% | +6.4% | -8.9% | -5.5% |
| 3M | +0.8% | -0.5% | +1.2% | +0.7% |
| 6M | -22.8% | +4.7% | -27.6% | -25.0% |
| YTD | +14.5% | +8.4% | +6.1% | +8.8% |
| 1Y | +20.2% | +7.2% | +12.9% | +14.6% |
| 3Y | -15.2% | +44.9% | -60.1% | -32.3% |
| 5Y | +42.5% | +46.3% | -3.8% | +11.9% |
| 10Y | -16.5% | +110.3% | -126.8% | -47.6% |
| All | +74.4% | +566.1% | -491.7% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling