+103.6%
HAL vs IFF
-36.2%
+139.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -3.3% | -2.8% | -0.5% | -2.7% |
| 30D | +7.2% | -1.1% | +8.3% | +7.4% |
| 3M | -8.8% | +13.8% | -22.6% | -11.8% |
| 6M | +3.0% | +16.7% | -13.7% | -2.2% |
| YTD | +29.4% | +26.1% | +3.3% | +19.8% |
| 1Y | +62.8% | +33.5% | +29.3% | +47.8% |
| 3Y | -6.4% | +31.6% | -38.0% | -17.1% |
| 5Y | +103.6% | -34.9% | +138.5% | +118.8% |
| All | +103.6% | -36.2% | +139.9% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling