-7.8%
HAL vs FTV
+127.5%
-135.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.2% |
| 7D | -0.2% | -0.7% | +0.4% | +0.2% |
| 30D | +1.0% | +18.3% | -17.3% | -11.4% |
| 3M | -2.1% | +10.2% | -12.3% | -9.7% |
| 6M | -17.5% | +12.8% | -30.3% | -26.3% |
| YTD | +18.1% | +23.4% | -5.2% | -4.2% |
| 1Y | +19.7% | +31.4% | -11.7% | -8.0% |
| 3Y | -7.9% | +38.7% | -46.6% | -34.2% |
| 5Y | +53.1% | +18.6% | +34.5% | +20.2% |
| 10Y | -16.8% | +110.1% | -126.9% | -55.8% |
| All | -7.8% | +127.5% | -135.3% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling