-13.5%
HAL vs FN
+80.0%
-93.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +11.0% | -2.1% |
| 7D | -11.1% | -16.0% | +4.9% | -9.9% |
| 30D | -2.4% | -40.1% | +37.7% | +1.4% |
| 3M | +0.8% | -43.9% | +44.7% | +4.9% |
| 6M | -22.8% | -55.6% | +32.8% | -18.3% |
| YTD | +14.5% | -35.7% | +50.2% | +14.7% |
| 1Y | +20.2% | -39.8% | +60.0% | +21.0% |
| All | -13.5% | +80.0% | -93.5% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling