-20.8%
HAL vs FN
+772.0%
-792.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.9% |
| 7D | -6.5% | -4.1% | -2.4% | -6.2% |
| 30D | -2.1% | -28.3% | +26.2% | +3.5% |
| 3M | -4.9% | -33.9% | +29.0% | +1.1% |
| 6M | -19.3% | -43.9% | +24.6% | -12.9% |
| YTD | +14.3% | -23.4% | +37.7% | +10.8% |
| 1Y | +17.3% | -25.4% | +42.7% | +13.6% |
| 3Y | -10.9% | +107.9% | -118.8% | -41.4% |
| 5Y | +47.4% | +195.1% | -147.7% | -19.5% |
| 10Y | -20.8% | +794.1% | -814.9% | -68.2% |
| All | -20.8% | +772.0% | -792.8% | -68.2% |
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