+14.5%
HAL vs FGI
-70.6%
+85.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -12.0% | -7.0% | -5.0% | -11.9% |
| 30D | +0.3% | -4.2% | +4.5% | +0.3% |
| 3M | -1.6% | +55.6% | -57.2% | -3.5% |
| 6M | -20.5% | -3.2% | -17.3% | -21.3% |
| YTD | +14.2% | +29.1% | -14.9% | +10.4% |
| 1Y | +18.9% | +51.0% | -32.1% | +13.5% |
| 3Y | -13.7% | +1.5% | -15.3% | -19.7% |
| All | +14.5% | -70.6% | +85.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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