-3.8%
HAL vs FISV
-60.0%
+56.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.1% |
| 7D | -1.3% | -6.4% | +5.1% | -1.1% |
| 30D | +10.9% | -6.8% | +17.7% | +11.1% |
| 3M | -5.8% | -10.0% | +4.1% | -5.5% |
| 6M | +8.1% | -20.6% | +28.7% | +9.1% |
| YTD | +33.2% | -27.6% | +60.8% | +35.1% |
| 1Y | +74.2% | -64.3% | +138.5% | +82.7% |
| All | -3.8% | -60.0% | +56.3% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling