-3.8%
HAL vs FTV
-2.5%
-1.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +2.9% | -4.5% | +7.4% | +4.8% |
| 30D | +17.0% | -7.1% | +24.1% | +20.5% |
| 3M | -9.7% | -7.2% | -2.5% | -7.6% |
| 6M | +8.6% | -1.5% | +10.1% | +7.6% |
| YTD | +33.0% | +3.5% | +29.5% | +26.8% |
| 1Y | +68.3% | +20.3% | +48.0% | +46.3% |
| All | -3.8% | -2.5% | -1.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling