+2.6%
HAL vs IEF
+3.8%
-1.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.9% |
| 7D | -3.3% | -1.3% | -2.0% | -5.1% |
| 30D | +8.2% | -1.7% | +9.9% | +5.6% |
| 3M | -9.4% | -2.5% | -6.9% | -12.4% |
| 6M | +0.6% | -3.3% | +3.9% | -3.6% |
| YTD | +28.6% | -2.8% | +31.4% | +23.9% |
| 1Y | +63.9% | -2.7% | +66.6% | +58.3% |
| 3Y | -7.1% | +8.9% | -16.0% | +5.5% |
| 5Y | +102.3% | -9.4% | +111.7% | +47.3% |
| All | +2.6% | +3.8% | -1.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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