-20.5%
HAL vs FIVE
+4.7%
-25.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -12.0% | -0.3% | -11.7% | -11.9% |
| 30D | +0.3% | +17.7% | -17.4% | +1.4% |
| 3M | -1.6% | +4.0% | -5.6% | -2.0% |
| 6M | -20.5% | +2.6% | -23.1% | -20.5% |
| All | -20.5% | +4.7% | -25.2% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling