-6.4%
HAL vs FFIV
+95.4%
-101.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.8% |
| 7D | +6.1% | -0.5% | +6.6% | +6.2% |
| 30D | +2.9% | -32.4% | +35.3% | +12.9% |
| 3M | +3.3% | -25.7% | +29.0% | +9.6% |
| 6M | -16.9% | -13.5% | -3.4% | -16.6% |
| YTD | +21.2% | +21.1% | +0.1% | +6.6% |
| 1Y | +27.5% | +29.4% | -1.9% | +9.2% |
| 3Y | -6.4% | +94.9% | -101.3% | -37.2% |
| All | -6.4% | +95.4% | -101.8% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling