+590.7%
HAL vs IFF
+848.0%
-257.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +15.9% | -0.3% | +16.2% | +15.9% |
| 3M | -8.7% | +18.6% | -27.3% | -16.9% |
| 6M | +9.0% | +17.4% | -8.3% | -2.8% |
| YTD | +32.0% | +28.5% | +3.5% | +12.0% |
| 1Y | +72.5% | +32.5% | +39.9% | +43.3% |
| 3Y | -4.5% | +34.1% | -38.6% | -23.9% |
| 5Y | +109.7% | -35.2% | +144.8% | +128.5% |
| 10Y | +1.2% | -21.1% | +22.3% | -2.4% |
| All | +590.7% | +848.0% | -257.3% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling