-14.9%
HAL vs USFR
+28.6%
-43.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.1% | +0.1% | +6.0% | +6.1% |
| 30D | +2.9% | +0.4% | +2.5% | +2.8% |
| 3M | +3.3% | +1.1% | +2.3% | +3.2% |
| 6M | -16.9% | +2.0% | -18.9% | -17.1% |
| YTD | +21.2% | +3.5% | +17.7% | +20.7% |
| 1Y | +27.5% | +4.1% | +23.5% | +27.0% |
| 3Y | -6.4% | +14.4% | -20.8% | -7.5% |
| 5Y | +58.0% | +21.4% | +36.6% | +53.6% |
| All | -14.9% | +28.6% | -43.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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