+703.6%
HAL vs IEF
+129.4%
+574.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | -0.3% | +3.2% | +2.5% |
| 30D | +17.0% | -0.8% | +17.8% | +15.8% |
| 3M | -9.7% | -1.0% | -8.7% | -10.8% |
| 6M | +8.6% | -2.8% | +11.4% | +4.4% |
| YTD | +33.0% | -1.5% | +34.5% | +30.3% |
| 1Y | +68.3% | -0.4% | +68.7% | +67.9% |
| 3Y | +0.1% | +9.7% | -9.5% | +16.1% |
| 5Y | +102.6% | -8.3% | +111.0% | +73.1% |
| 10Y | +3.8% | +4.6% | -0.8% | +15.6% |
| All | +703.6% | +129.4% | +574.2% | +3,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling