+111.9%
HAL vs EFV
+95.4%
+16.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.8% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | +10.9% | 0.0% | +10.9% | +10.8% |
| 3M | -5.8% | +8.4% | -14.3% | -13.9% |
| 6M | +8.1% | +12.3% | -4.2% | -5.8% |
| YTD | +33.2% | +17.4% | +15.8% | +10.1% |
| 1Y | +74.2% | +27.1% | +47.0% | +31.2% |
| 3Y | -3.7% | +90.7% | -94.4% | -56.2% |
| 5Y | +111.9% | +95.6% | +16.3% | -5.3% |
| All | +111.9% | +95.4% | +16.5% | -5.3% |
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