+159.8%
HAL vs FTI
+2,165.1%
-2,005.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +2.9% | +5.3% | -2.3% | -0.7% |
| 30D | +17.0% | +15.3% | +1.7% | +5.9% |
| 3M | -9.7% | +15.8% | -25.4% | -18.9% |
| 6M | +8.6% | +22.6% | -14.0% | -6.7% |
| YTD | +33.0% | +79.5% | -46.6% | -12.8% |
| 1Y | +68.3% | +102.0% | -33.7% | +1.4% |
| 3Y | +0.1% | +315.8% | -315.7% | -65.2% |
| 5Y | +102.6% | +1,129.5% | -1,026.9% | -69.1% |
| 10Y | +3.8% | +320.9% | -317.1% | -70.1% |
| All | +159.8% | +2,165.1% | -2,005.3% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling