+111.9%
HAL vs FISV
-58.4%
+170.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.5% |
| 7D | -1.3% | -6.4% | +5.1% | -0.4% |
| 30D | +10.9% | -6.8% | +17.7% | +11.9% |
| 3M | -5.8% | -10.0% | +4.1% | -4.7% |
| 6M | +8.1% | -20.6% | +28.7% | +11.2% |
| YTD | +33.2% | -27.6% | +60.8% | +38.9% |
| 1Y | +74.2% | -64.3% | +138.5% | +101.2% |
| 3Y | -3.7% | -60.0% | +56.3% | -0.7% |
| 5Y | +111.9% | -57.7% | +169.6% | +112.5% |
| All | +111.9% | -58.4% | +170.3% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling