+7.4%
HAL vs FTV
+78.2%
-70.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.8% |
| 7D | -1.3% | -1.3% | -0.1% | -0.4% |
| 30D | +10.9% | -9.5% | +20.4% | +19.3% |
| 3M | -5.8% | -10.9% | +5.1% | +1.3% |
| 6M | +8.1% | -0.6% | +8.7% | +5.8% |
| YTD | +33.2% | +1.4% | +31.8% | +25.8% |
| 1Y | +74.2% | +17.6% | +56.5% | +44.9% |
| 3Y | -3.7% | -3.3% | -0.4% | -8.6% |
| 5Y | +111.9% | -0.1% | +112.0% | +88.6% |
| 10Y | +7.4% | +82.5% | -75.1% | -30.1% |
| All | +7.4% | +78.2% | -70.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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