+52.7%
EFA vs HAL
+99.2%
-46.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.5% | -3.3% | +1.8% | -1.0% |
| 30D | -1.7% | +8.2% | -9.8% | -2.8% |
| 3M | +3.5% | -9.4% | +12.9% | +4.8% |
| 6M | +9.5% | +0.6% | +8.8% | +8.7% |
| YTD | +12.9% | +28.6% | -15.7% | +7.6% |
| 1Y | +18.2% | +63.9% | -45.7% | +7.9% |
| 3Y | +64.8% | -7.1% | +72.0% | +62.1% |
| All | +52.7% | +99.2% | -46.5% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling