+39.7%
HAL vs FICO
+81.4%
-41.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -12.0% | -0.9% | -11.0% | -11.9% |
| 30D | +0.3% | +3.3% | -3.1% | -0.3% |
| 3M | -1.6% | -31.7% | +30.1% | +1.0% |
| 6M | -20.5% | -34.0% | +13.5% | -18.8% |
| YTD | +14.2% | -58.3% | +72.5% | +22.9% |
| 1Y | +18.9% | -57.9% | +76.8% | +27.6% |
| 3Y | -13.7% | -24.1% | +10.3% | -18.2% |
| All | +39.7% | +81.4% | -41.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling