+42.5%
HAL vs FN
+148.3%
-105.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +11.0% | -1.8% |
| 7D | -11.1% | -16.0% | +4.9% | -9.6% |
| 30D | -2.4% | -40.1% | +37.7% | +2.5% |
| 3M | +0.8% | -43.9% | +44.7% | +6.0% |
| 6M | -22.8% | -55.6% | +32.8% | -17.2% |
| YTD | +14.5% | -35.7% | +50.2% | +15.1% |
| 1Y | +20.2% | -39.8% | +60.0% | +21.4% |
| 3Y | -15.2% | +80.3% | -95.4% | -31.5% |
| 5Y | +42.5% | +143.3% | -100.8% | +1.3% |
| All | +42.5% | +148.3% | -105.7% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling