+3.2%
HAL vs FIVE
+477.5%
-474.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -2.1% |
| 7D | +2.9% | +4.3% | -1.3% | +1.6% |
| 30D | +17.0% | +12.5% | +4.5% | +12.4% |
| 3M | -9.7% | +31.2% | -40.9% | -17.4% |
| 6M | +8.6% | +14.4% | -5.7% | +2.1% |
| YTD | +33.0% | +33.9% | -0.9% | +18.7% |
| 1Y | +68.3% | +65.1% | +3.3% | +39.8% |
| 3Y | +0.1% | +49.0% | -48.9% | -21.2% |
| 5Y | +102.6% | +30.3% | +72.3% | +57.9% |
| All | +3.2% | +477.5% | -474.3% | -49.5% |
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