-17.4%
HAL vs FIX
+3,615.9%
-3,633.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | +2.6% | +17.0% | -14.4% | -3.1% |
| 30D | -0.1% | -30.6% | +30.5% | +11.6% |
| 3M | -1.1% | -35.0% | +33.9% | +12.2% |
| 6M | -20.7% | -44.0% | +23.2% | -7.1% |
| YTD | +17.5% | +21.1% | -3.6% | -1.8% |
| 1Y | +24.1% | +16.3% | +7.9% | +4.6% |
| 3Y | -8.4% | +507.4% | -515.8% | -70.8% |
| 5Y | +53.2% | +1,052.1% | -998.8% | -68.3% |
| All | -17.4% | +3,615.9% | -3,633.3% | -90.0% |
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