+59.2%
HAL vs FIVE
+16.7%
+42.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +6.1% | +2.7% | +3.4% | +5.6% |
| 30D | +2.9% | +12.7% | -9.8% | +0.9% |
| 3M | +3.3% | +2.1% | +1.3% | +2.6% |
| 6M | -16.9% | +17.5% | -34.4% | -19.8% |
| YTD | +21.2% | +31.0% | -9.8% | +14.1% |
| 1Y | +27.5% | +67.7% | -40.2% | +14.9% |
| 3Y | -6.4% | +43.4% | -49.8% | -18.2% |
| All | +59.2% | +16.7% | +42.4% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling