-12.3%
HAL vs FND
+57.9%
-70.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.7% |
| 7D | +6.1% | -6.8% | +12.9% | +7.9% |
| 30D | +2.9% | +8.0% | -5.1% | +0.1% |
| 3M | +3.3% | -18.9% | +22.3% | +8.0% |
| 6M | -16.9% | +4.7% | -21.6% | -20.6% |
| YTD | +21.2% | -21.6% | +42.8% | +23.7% |
| 1Y | +27.5% | -22.0% | +49.6% | +30.1% |
| 3Y | -6.4% | -40.4% | +34.0% | -1.8% |
| 5Y | +58.0% | -63.8% | +121.8% | +82.9% |
| All | -12.3% | +57.9% | -70.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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