+21.5%
HAL vs FGI
-74.8%
+96.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -25.2% | +28.3% | +3.5% |
| 7D | +6.1% | -14.4% | +20.5% | +6.2% |
| 30D | +2.9% | -11.8% | +14.7% | +3.0% |
| 3M | +3.3% | -46.2% | +49.6% | +4.1% |
| 6M | -16.9% | +5.2% | -22.1% | -18.1% |
| YTD | +21.2% | +10.5% | +10.7% | +17.3% |
| 1Y | +27.5% | +25.5% | +2.1% | +22.1% |
| 3Y | -6.4% | -16.0% | +9.6% | -12.5% |
| All | +21.5% | -74.8% | +96.3% | +16.6% |
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