+39.7%
HAL vs FIX
+933.9%
-894.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.2% |
| 7D | -12.0% | -17.5% | +5.5% | -9.4% |
| 30D | +0.3% | -41.6% | +41.9% | +9.2% |
| 3M | -1.6% | -40.6% | +39.0% | +6.5% |
| 6M | -20.5% | -49.4% | +28.9% | -12.2% |
| YTD | +14.2% | +9.2% | +5.0% | +6.1% |
| 1Y | +18.9% | +6.5% | +12.4% | +10.5% |
| 3Y | -13.7% | +448.7% | -462.5% | -54.5% |
| All | +39.7% | +933.9% | -894.2% | -44.2% |
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