-14.9%
HAL vs IEF
+7.3%
-22.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +2.9% |
| 7D | +6.1% | -2.0% | +8.1% | +3.2% |
| 30D | +2.9% | +0.7% | +2.2% | +3.9% |
| 3M | +3.3% | -2.5% | +5.8% | -0.1% |
| 6M | -16.9% | -2.6% | -14.4% | -19.7% |
| YTD | +21.2% | -3.2% | +24.4% | +16.1% |
| 1Y | +27.5% | -3.0% | +30.6% | +22.6% |
| 3Y | -6.4% | +10.5% | -17.0% | +9.2% |
| 5Y | +58.0% | -8.2% | +66.2% | +19.2% |
| All | -14.9% | +7.3% | -22.2% | -19.4% |
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