-18.2%
HAL vs USFR
+28.5%
-46.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.9% | +0.1% | -7.9% | -7.9% |
| 30D | -2.1% | +0.4% | -2.4% | -2.3% |
| 3M | +0.4% | +1.1% | -0.6% | -0.2% |
| 6M | -19.2% | +2.0% | -21.3% | -20.2% |
| YTD | +14.4% | +3.4% | +11.0% | +12.1% |
| 1Y | +18.0% | +4.1% | +13.9% | +15.2% |
| 3Y | -9.7% | +14.3% | -24.0% | -16.5% |
| 5Y | +40.1% | +21.3% | +18.8% | +24.7% |
| 10Y | -19.1% | +28.5% | -47.6% | -30.5% |
| All | -18.2% | +28.5% | -46.7% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling