-13.5%
HAL vs FICO
-24.0%
+10.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | -11.1% | -0.3% | -10.8% | -11.1% |
| 30D | -2.4% | +1.7% | -4.2% | -2.7% |
| 3M | +0.8% | -35.2% | +36.0% | +2.2% |
| 6M | -22.8% | -33.7% | +10.8% | -22.3% |
| YTD | +14.5% | -58.2% | +72.7% | +19.3% |
| 1Y | +20.2% | -56.6% | +76.8% | +24.7% |
| All | -13.5% | -24.0% | +10.5% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling