+40.0%
HAL vs FTV
+13.4%
+26.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -12.0% | +0.2% | -12.2% | -12.2% |
| 30D | +0.3% | +15.7% | -15.4% | -6.2% |
| 3M | -1.6% | +7.5% | -9.1% | -5.1% |
| 6M | -20.5% | +8.5% | -29.0% | -24.2% |
| YTD | +14.2% | +18.8% | -4.6% | +2.5% |
| 1Y | +18.9% | +28.5% | -9.7% | +2.0% |
| 3Y | -13.7% | +34.0% | -47.7% | -27.7% |
| All | +40.0% | +13.4% | +26.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling