-18.6%
HAL vs FIVE
+563.4%
-582.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -12.0% | -0.3% | -11.7% | -12.0% |
| 30D | +0.3% | +17.7% | -17.4% | -4.6% |
| 3M | -1.6% | +4.0% | -5.6% | -3.7% |
| 6M | -20.5% | +2.6% | -23.1% | -22.6% |
| YTD | +14.2% | +27.6% | -13.4% | +2.9% |
| 1Y | +18.9% | +59.9% | -41.1% | -0.5% |
| 3Y | -13.7% | +35.8% | -49.5% | -30.0% |
| 5Y | +42.2% | +14.4% | +27.8% | +16.7% |
| All | -18.6% | +563.4% | -582.0% | -59.9% |
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