+35.9%
HAL vs FIVE
+873.2%
-837.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -6.5% | +7.3% | -13.8% | -8.4% |
| 30D | -2.1% | +18.1% | -20.2% | -6.6% |
| 3M | -4.9% | +7.7% | -12.6% | -7.4% |
| 6M | -19.3% | +13.6% | -32.9% | -23.4% |
| YTD | +14.3% | +34.6% | -20.3% | +2.7% |
| 1Y | +17.3% | +66.2% | -48.9% | -0.8% |
| 3Y | -10.9% | +43.5% | -54.4% | -27.4% |
| 5Y | +47.4% | +20.7% | +26.7% | +21.2% |
| 10Y | -20.8% | +541.5% | -562.3% | -59.3% |
| All | +35.9% | +873.2% | -837.3% | -37.5% |
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 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