+3.2%
HAL vs FFIV
+216.0%
-212.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | +17.0% | -5.1% | +22.1% | +19.5% |
| 3M | -9.7% | -4.5% | -5.2% | -8.5% |
| 6M | +8.6% | +36.5% | -27.8% | -8.1% |
| YTD | +33.0% | +53.0% | -20.0% | +5.3% |
| 1Y | +68.3% | +24.2% | +44.1% | +46.5% |
| 3Y | +0.1% | +137.2% | -137.1% | -39.2% |
| 5Y | +102.6% | +91.8% | +10.9% | +31.2% |
| All | +3.2% | +216.0% | -212.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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