-20.8%
HAL vs FICO
+535.6%
-556.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -6.5% | +0.9% | -7.4% | -6.7% |
| 30D | -2.1% | +9.4% | -11.6% | -5.4% |
| 3M | -4.9% | -30.4% | +25.5% | +2.1% |
| 6M | -19.3% | -35.1% | +15.8% | -13.3% |
| YTD | +14.3% | -56.8% | +71.1% | +37.5% |
| 1Y | +17.3% | -58.4% | +75.7% | +42.7% |
| 3Y | -10.9% | -26.7% | +15.8% | -21.3% |
| 5Y | +47.4% | +88.0% | -40.6% | -24.0% |
| 10Y | -20.8% | +545.7% | -566.5% | -67.5% |
| All | -20.8% | +535.6% | -556.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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