-19.1%
HAL vs FIVE
+596.6%
-615.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -1.5% |
| 7D | -7.9% | +6.2% | -14.1% | -9.7% |
| 30D | -2.1% | +18.2% | -20.2% | -7.0% |
| 3M | +0.4% | +3.8% | -3.4% | -1.6% |
| 6M | -19.2% | +13.7% | -33.0% | -23.8% |
| YTD | +14.4% | +34.7% | -20.4% | +1.3% |
| 1Y | +18.0% | +66.6% | -48.7% | -2.4% |
| 3Y | -9.7% | +44.3% | -54.0% | -28.1% |
| 5Y | +40.1% | +18.8% | +21.4% | +14.1% |
| 10Y | -19.1% | +569.2% | -588.3% | -60.6% |
| All | -19.1% | +596.6% | -615.7% | -60.6% |
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