+3.2%
HAL vs EFV
+167.0%
-163.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.4% |
| 7D | -3.3% | -2.0% | -1.3% | -0.3% |
| 30D | +7.2% | -0.2% | +7.4% | +7.3% |
| 3M | -8.8% | +9.1% | -17.9% | -21.0% |
| 6M | +3.0% | +11.7% | -8.7% | -15.5% |
| YTD | +29.4% | +17.0% | +12.3% | -1.8% |
| 1Y | +62.8% | +26.7% | +36.1% | +8.5% |
| 3Y | -6.4% | +90.2% | -96.6% | -69.1% |
| 5Y | +103.6% | +96.1% | +7.5% | -36.2% |
| All | +3.2% | +167.0% | -163.8% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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