+158.4%
HAL vs FIX
+7,433.0%
-7,274.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.6% | +8.3% | -0.3% |
| 7D | -11.1% | -27.2% | +16.2% | -4.0% |
| 30D | -2.4% | -46.9% | +44.5% | +13.7% |
| 3M | +0.8% | -44.4% | +45.2% | +15.3% |
| 6M | -22.8% | -50.9% | +28.1% | -10.1% |
| YTD | +14.5% | +3.5% | +11.0% | +7.3% |
| 1Y | +20.2% | -2.1% | +22.3% | +13.7% |
| 3Y | -15.2% | +418.7% | -433.9% | -53.3% |
| 5Y | +42.5% | +894.6% | -852.0% | -35.9% |
| 10Y | -16.5% | +3,465.5% | -3,482.0% | -72.9% |
| All | +158.4% | +7,433.0% | -7,274.6% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling