+595.7%
HAL vs FICO
+104,095.6%
-103,499.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +2.9% |
| 7D | +2.9% | -19.2% | +22.1% | +7.2% |
| 30D | +17.0% | -14.6% | +31.6% | +20.2% |
| 3M | -9.7% | -20.1% | +10.4% | -6.7% |
| 6M | +8.6% | -36.3% | +44.9% | +16.0% |
| YTD | +33.0% | -44.9% | +77.8% | +45.9% |
| 1Y | +68.3% | -38.6% | +106.9% | +78.4% |
| 3Y | +0.1% | +4.0% | -3.9% | -8.3% |
| 5Y | +102.6% | +99.5% | +3.1% | +55.9% |
| 10Y | +3.8% | +604.7% | -600.8% | -37.6% |
| All | +595.7% | +104,095.6% | -103,499.8% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling