+105.3%
HAL vs FIX
+2,061.9%
-1,956.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +2.9% | +6.0% | -3.1% | +1.8% |
| 30D | +17.0% | -7.2% | +24.3% | +18.5% |
| 3M | -9.7% | -15.9% | +6.2% | -7.6% |
| 6M | +8.6% | +12.7% | -4.1% | +3.6% |
| YTD | +33.0% | +72.8% | -39.8% | +14.8% |
| 1Y | +68.3% | +122.9% | -54.6% | +34.7% |
| 3Y | +0.1% | +774.3% | -774.2% | -51.6% |
| All | +105.3% | +2,061.9% | -1,956.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling