+613.8%
HAL vs IEF
+127.6%
+486.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.2% |
| 7D | -0.2% | -0.8% | +0.6% | -1.4% |
| 30D | +1.0% | +2.0% | -1.0% | +4.2% |
| 3M | -2.1% | -1.1% | -1.1% | -3.6% |
| 6M | -17.5% | -1.9% | -15.6% | -19.7% |
| YTD | +18.1% | -2.2% | +20.4% | +14.5% |
| 1Y | +19.7% | -2.3% | +22.1% | +15.9% |
| 3Y | -7.9% | +11.6% | -19.5% | +9.9% |
| 5Y | +53.1% | -7.1% | +60.1% | +34.1% |
| 10Y | -16.8% | +7.8% | -24.6% | -2.8% |
| All | +613.8% | +127.6% | +486.2% | +3,162.4% |
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 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