-14.9%
HAL vs FIVE
+504.2%
-519.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.1% | +2.7% | +3.4% | +5.2% |
| 30D | +2.9% | +12.7% | -9.8% | -0.9% |
| 3M | +3.3% | +2.1% | +1.3% | +1.9% |
| 6M | -16.9% | +17.5% | -34.4% | -22.3% |
| YTD | +21.2% | +31.0% | -9.8% | +8.2% |
| 1Y | +27.5% | +67.7% | -40.2% | +5.2% |
| 3Y | -6.4% | +43.4% | -49.8% | -25.6% |
| 5Y | +58.0% | +18.1% | +39.9% | +28.3% |
| All | -14.9% | +504.2% | -519.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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