+3.8%
HAL vs FTV
+90.8%
-87.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | +2.9% | -4.5% | +7.4% | +6.4% |
| 30D | +17.0% | -7.1% | +24.1% | +23.3% |
| 3M | -9.7% | -7.2% | -2.5% | -5.9% |
| 6M | +8.6% | -1.5% | +10.1% | +7.1% |
| YTD | +33.0% | +3.5% | +29.5% | +23.8% |
| 1Y | +68.3% | +20.3% | +48.0% | +37.9% |
| 3Y | +0.1% | -3.1% | +3.2% | -4.9% |
| 5Y | +102.6% | +2.3% | +100.3% | +77.0% |
| 10Y | +3.8% | +76.3% | -72.5% | -36.0% |
| All | +3.8% | +90.8% | -87.0% | -38.8% |
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