+142.8%
EFA vs HAL
+4.5%
+138.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.5% | -3.3% | +1.8% | -0.9% |
| 30D | -1.7% | +8.2% | -9.8% | -3.2% |
| 3M | +3.5% | -9.4% | +12.9% | +5.1% |
| 6M | +9.5% | +0.6% | +8.8% | +8.5% |
| YTD | +12.9% | +28.6% | -15.7% | +6.4% |
| 1Y | +18.2% | +63.9% | -45.7% | +5.8% |
| 3Y | +64.8% | -7.1% | +72.0% | +61.8% |
| 5Y | +53.9% | +102.3% | -48.4% | +23.5% |
| All | +142.8% | +4.5% | +138.2% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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