+53.1%
HAL vs GFS
-26.8%
+79.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.4% |
| 7D | -0.2% | +6.2% | -6.4% | -1.4% |
| 30D | +1.0% | -11.4% | +12.4% | +2.8% |
| 3M | -2.1% | -15.5% | +13.3% | +0.2% |
| 6M | -17.5% | -42.6% | +25.2% | -10.7% |
| YTD | +18.1% | +23.2% | -5.1% | +7.1% |
| 1Y | +19.7% | +23.6% | -3.9% | +8.3% |
| 3Y | -7.9% | -17.2% | +9.3% | -12.8% |
| 5Y | +53.1% | -23.4% | +76.5% | +46.2% |
| All | +53.1% | -26.8% | +79.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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