+53.1%
HAL vs EFV
+93.3%
-40.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.2% | -1.0% | +0.8% | +0.7% |
| 30D | +1.0% | +3.1% | -2.1% | -2.2% |
| 3M | -2.1% | -1.2% | -0.9% | -1.3% |
| 6M | -17.5% | +5.6% | -23.1% | -22.7% |
| YTD | +18.1% | +15.8% | +2.3% | -0.9% |
| 1Y | +19.7% | +20.0% | -0.3% | -3.6% |
| 3Y | -7.9% | +91.0% | -98.9% | -57.7% |
| 5Y | +53.1% | +93.7% | -40.6% | -31.2% |
| All | +53.1% | +93.3% | -40.2% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling