+7.4%
HAL vs USFR
+28.0%
-20.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +10.9% | +0.3% | +10.6% | +10.8% |
| 3M | -5.8% | +1.0% | -6.8% | -6.0% |
| 6M | +8.1% | +1.9% | +6.2% | +7.9% |
| YTD | +33.2% | +2.7% | +30.5% | +32.8% |
| 1Y | +74.2% | +4.0% | +70.2% | +73.5% |
| 3Y | -3.7% | +14.0% | -17.7% | -4.9% |
| 5Y | +111.9% | +20.4% | +91.5% | +105.7% |
| 10Y | +7.4% | +28.0% | -20.6% | +6.6% |
| All | +7.4% | +28.0% | -20.6% | +6.6% |
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