+59.2%
HAL vs FN
+2,575.5%
-2,516.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +11.0% | -0.5% |
| 7D | -11.1% | -16.0% | +4.9% | -8.4% |
| 30D | -2.4% | -40.1% | +37.7% | +6.9% |
| 3M | +0.8% | -43.9% | +44.7% | +10.4% |
| 6M | -22.8% | -55.6% | +32.8% | -12.8% |
| YTD | +14.5% | -35.7% | +50.2% | +16.1% |
| 1Y | +20.2% | -39.8% | +60.0% | +22.8% |
| 3Y | -15.2% | +80.3% | -95.4% | -37.7% |
| 5Y | +42.5% | +143.3% | -100.8% | -7.0% |
| 10Y | -16.5% | +682.3% | -698.8% | -58.9% |
| All | +59.2% | +2,575.5% | -2,516.3% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling