+62.8%
HAL vs FISV
-64.0%
+126.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.8% |
| 7D | -3.3% | -7.2% | +3.9% | -3.4% |
| 30D | +7.2% | -7.2% | +14.4% | +7.1% |
| 3M | -8.8% | -8.2% | -0.6% | -8.8% |
| 6M | +3.0% | -17.7% | +20.7% | +2.9% |
| YTD | +29.4% | -27.2% | +56.6% | +29.2% |
| 1Y | +62.8% | -63.0% | +125.8% | +56.2% |
| All | +62.8% | -64.0% | +126.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling