-20.8%
HAL vs FIX
+3,723.8%
-3,744.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -6.5% | -13.9% | +7.5% | -2.3% |
| 30D | -2.1% | -35.5% | +33.4% | +12.2% |
| 3M | -4.9% | -33.9% | +29.1% | +7.2% |
| 6M | -19.3% | -43.3% | +24.0% | -6.0% |
| YTD | +14.3% | +18.7% | -4.4% | -3.7% |
| 1Y | +17.3% | +13.8% | +3.5% | -0.5% |
| 3Y | -10.9% | +495.0% | -505.9% | -71.4% |
| 5Y | +47.4% | +1,049.0% | -1,001.6% | -69.6% |
| 10Y | -20.8% | +3,644.4% | -3,665.2% | -90.1% |
| All | -20.8% | +3,723.8% | -3,744.6% | -90.1% |
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