+14.6%
HAL vs FGI
-70.0%
+84.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -6.5% | -4.1% | -2.4% | -6.4% |
| 30D | -2.1% | -3.4% | +1.2% | -2.1% |
| 3M | -4.9% | +61.8% | -66.6% | -6.7% |
| 6M | -19.3% | +17.0% | -36.3% | -20.5% |
| YTD | +14.3% | +31.4% | -17.1% | +10.4% |
| 1Y | +17.3% | +42.7% | -25.4% | +12.2% |
| 3Y | -10.9% | -0.1% | -10.8% | -16.8% |
| All | +14.6% | -70.0% | +84.6% | +9.8% |
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