-19.1%
HAL vs FIS
-54.6%
+35.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | -7.9% | -29.4% | +21.5% | +5.6% |
| 30D | -2.1% | -16.7% | +14.7% | +3.5% |
| 3M | +0.4% | -33.0% | +33.4% | +16.8% |
| 6M | -19.2% | -33.3% | +14.1% | -7.1% |
| YTD | +14.4% | -56.0% | +70.4% | +60.0% |
| 1Y | +18.0% | -54.6% | +72.6% | +62.1% |
| 3Y | -9.7% | -40.6% | +30.9% | +1.9% |
| 5Y | +40.1% | -71.9% | +112.1% | +133.0% |
| 10Y | -19.1% | -55.3% | +36.2% | +41.1% |
| All | -19.1% | -54.6% | +35.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling