-14.9%
HAL vs EFV
+163.3%
-178.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.6% |
| 7D | +6.1% | +2.5% | +3.6% | +2.0% |
| 30D | +2.9% | +2.9% | 0.0% | -2.0% |
| 3M | +3.3% | -1.4% | +4.8% | +4.7% |
| 6M | -16.9% | +5.5% | -22.4% | -24.8% |
| YTD | +21.2% | +16.1% | +5.1% | -7.5% |
| 1Y | +27.5% | +20.3% | +7.3% | -8.1% |
| 3Y | -6.4% | +90.4% | -96.9% | -69.5% |
| 5Y | +58.0% | +93.5% | -35.5% | -50.1% |
| All | -14.9% | +163.3% | -178.2% | -78.5% |
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