-18.6%
HAL vs FN
+753.0%
-771.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -2.6% |
| 7D | -12.0% | 0.0% | -11.9% | -12.5% |
| 30D | +0.3% | -34.3% | +34.6% | +8.1% |
| 3M | -1.6% | -39.9% | +38.3% | +6.6% |
| 6M | -20.5% | -51.8% | +31.3% | -11.2% |
| YTD | +14.2% | -28.1% | +42.4% | +12.3% |
| 1Y | +18.9% | -29.1% | +47.9% | +16.3% |
| 3Y | -13.7% | +102.4% | -116.2% | -43.1% |
| 5Y | +42.2% | +171.7% | -129.5% | -20.4% |
| All | -18.6% | +753.0% | -771.6% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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