-13.7%
HAL vs FIVE
+34.8%
-48.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -12.0% | -0.3% | -11.7% | -12.0% |
| 30D | +0.3% | +17.7% | -17.4% | -1.7% |
| 3M | -1.6% | +4.0% | -5.6% | -2.5% |
| 6M | -20.5% | +2.6% | -23.1% | -21.3% |
| YTD | +14.2% | +27.6% | -13.4% | +9.0% |
| 1Y | +18.9% | +59.9% | -41.1% | +9.6% |
| 3Y | -13.7% | +35.8% | -49.5% | -30.5% |
| All | -13.7% | +34.8% | -48.6% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling