+35.8%
HAL vs FIVE
+822.5%
-786.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -12.0% | -0.3% | -11.7% | -12.0% |
| 30D | +0.3% | +17.7% | -17.4% | -4.1% |
| 3M | -1.6% | +4.0% | -5.6% | -3.5% |
| 6M | -20.5% | +2.6% | -23.1% | -22.4% |
| YTD | +14.2% | +27.6% | -13.4% | +4.1% |
| 1Y | +18.9% | +59.9% | -41.1% | +1.5% |
| 3Y | -13.7% | +35.8% | -49.5% | -28.6% |
| 5Y | +42.2% | +14.4% | +27.8% | +18.6% |
| 10Y | -16.7% | +576.1% | -592.8% | -57.3% |
| All | +35.8% | +822.5% | -786.7% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling