+105.3%
HAL vs FICO
+99.8%
+5.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +1.0% |
| 7D | +2.9% | -19.2% | +22.1% | +4.9% |
| 30D | +17.0% | -14.6% | +31.6% | +18.5% |
| 3M | -9.7% | -20.1% | +10.4% | -8.4% |
| 6M | +8.6% | -36.3% | +44.9% | +12.6% |
| YTD | +33.0% | -44.9% | +77.8% | +40.5% |
| 1Y | +68.3% | -38.6% | +106.9% | +73.7% |
| 3Y | +0.1% | +4.0% | -3.9% | -7.6% |
| All | +105.3% | +99.8% | +5.5% | +69.0% |
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