-4.9%
HAL vs USFR
+27.5%
-32.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +17.0% | +0.3% | +16.7% | +16.8% |
| 3M | -9.7% | +1.0% | -10.6% | -10.2% |
| 6M | +8.6% | +1.9% | +6.7% | +7.4% |
| YTD | +33.0% | +2.6% | +30.4% | +31.0% |
| 1Y | +68.3% | +4.0% | +64.3% | +64.5% |
| 3Y | +0.1% | +14.1% | -14.0% | -7.4% |
| 5Y | +102.6% | +20.4% | +82.2% | +81.1% |
| 10Y | +3.8% | +28.0% | -24.2% | -10.6% |
| All | -4.9% | +27.5% | -32.4% | -18.9% |
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