+2.9%
HAL vs FIX
+5,813.3%
-5,810.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.3% |
| 7D | +2.9% | +6.0% | -3.1% | +0.8% |
| 30D | +17.0% | -7.2% | +24.3% | +19.7% |
| 3M | -9.7% | -15.9% | +6.2% | -6.0% |
| 6M | +8.6% | +12.7% | -4.1% | -1.0% |
| YTD | +33.0% | +72.8% | -39.8% | +1.0% |
| 1Y | +68.3% | +122.9% | -54.6% | +11.5% |
| 3Y | +0.1% | +774.3% | -774.2% | -70.7% |
| 5Y | +102.6% | +2,049.5% | -1,946.8% | -66.3% |
| All | +2.9% | +5,813.3% | -5,810.4% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling