-14.9%
HAL vs FTV
+109.2%
-124.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +6.1% | +3.9% | +2.2% | +3.0% |
| 30D | +2.9% | +18.7% | -15.8% | -10.1% |
| 3M | +3.3% | +10.0% | -6.7% | -4.7% |
| 6M | -16.9% | +14.6% | -31.5% | -26.8% |
| YTD | +21.2% | +23.4% | -2.2% | -2.1% |
| 1Y | +27.5% | +31.3% | -3.7% | -2.3% |
| 3Y | -6.4% | +39.8% | -46.2% | -34.1% |
| 5Y | +58.0% | +17.7% | +40.3% | +24.4% |
| All | -14.9% | +109.2% | -124.1% | -53.2% |
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