+2.6%
HAL vs IFF
-20.3%
+22.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.3% | -3.2% | -0.1% | -2.1% |
| 30D | +8.2% | -0.3% | +8.4% | +8.2% |
| 3M | -9.4% | +8.4% | -17.9% | -13.3% |
| 6M | +0.6% | +23.0% | -22.4% | -10.9% |
| YTD | +28.6% | +25.5% | +3.1% | +12.1% |
| 1Y | +63.9% | +29.1% | +34.8% | +40.3% |
| 3Y | -7.1% | +31.7% | -38.8% | -24.7% |
| 5Y | +102.3% | -35.2% | +137.5% | +127.2% |
| All | +2.6% | -20.3% | +22.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling