+632.3%
HAL vs IEF
+125.4%
+506.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +2.8% |
| 7D | +6.1% | -2.0% | +8.1% | +3.0% |
| 30D | +2.9% | +0.7% | +2.2% | +4.0% |
| 3M | +3.3% | -2.5% | +5.8% | -0.5% |
| 6M | -16.9% | -2.6% | -14.4% | -19.9% |
| YTD | +21.2% | -3.2% | +24.4% | +15.7% |
| 1Y | +27.5% | -3.0% | +30.6% | +22.1% |
| 3Y | -6.4% | +10.5% | -17.0% | +10.1% |
| 5Y | +58.0% | -8.2% | +66.2% | +35.9% |
| 10Y | -14.6% | +6.7% | -21.3% | -1.8% |
| All | +632.3% | +125.4% | +506.9% | +3,197.1% |
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