-19.1%
HAL vs FFIV
+132.4%
-151.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | -7.9% | -2.1% | -5.8% | -7.1% |
| 30D | -2.1% | -33.8% | +31.7% | +15.7% |
| 3M | +0.4% | -20.6% | +21.0% | +8.1% |
| 6M | -19.2% | -10.2% | -9.0% | -18.6% |
| YTD | +14.4% | +24.5% | -10.1% | -3.6% |
| 1Y | +18.0% | +29.3% | -11.3% | -2.6% |
| 3Y | -9.7% | +103.8% | -113.5% | -43.5% |
| 5Y | +40.1% | +40.9% | -0.7% | +3.2% |
| 10Y | -19.1% | +126.6% | -145.7% | -59.5% |
| All | -19.1% | +132.4% | -151.5% | -59.5% |
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