+3.2%
HAL vs FTI
+301.2%
-298.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -0.8% |
| 7D | -3.3% | -5.6% | +2.3% | +0.7% |
| 30D | +7.2% | +0.4% | +6.8% | +6.9% |
| 3M | -8.8% | +8.1% | -16.9% | -14.2% |
| 6M | +3.0% | +16.7% | -13.7% | -8.6% |
| YTD | +29.4% | +70.0% | -40.6% | -12.2% |
| 1Y | +62.8% | +85.4% | -22.6% | +3.6% |
| 3Y | -6.4% | +265.9% | -272.4% | -64.9% |
| 5Y | +103.6% | +1,072.7% | -969.1% | -69.1% |
| All | +3.2% | +301.2% | -298.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling