+499.1%
HAL vs FICO
+78,963.7%
-78,464.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | -11.1% | -0.3% | -10.8% | -11.1% |
| 30D | -2.4% | +1.7% | -4.2% | -3.4% |
| 3M | +0.8% | -35.2% | +36.0% | +7.7% |
| 6M | -22.8% | -33.7% | +10.8% | -18.9% |
| YTD | +14.5% | -58.2% | +72.7% | +30.7% |
| 1Y | +20.2% | -56.6% | +76.8% | +35.9% |
| 3Y | -15.2% | -24.0% | +8.8% | -18.3% |
| 5Y | +42.5% | +86.1% | -43.5% | +9.0% |
| 10Y | -16.5% | +522.8% | -539.3% | -49.2% |
| All | +499.1% | +78,963.7% | -78,464.6% | +128.7% |
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