+3.2%
HAL vs IEFA
+145.9%
-142.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -1.6% |
| 7D | -3.3% | -2.4% | -0.9% | 0.0% |
| 30D | +7.2% | -2.1% | +9.3% | +10.2% |
| 3M | -8.8% | +5.5% | -14.3% | -16.4% |
| 6M | +3.0% | +8.1% | -5.1% | -10.7% |
| YTD | +29.4% | +11.9% | +17.5% | +6.3% |
| 1Y | +62.8% | +18.1% | +44.8% | +23.0% |
| 3Y | -6.4% | +65.5% | -71.9% | -59.3% |
| 5Y | +103.6% | +50.1% | +53.6% | +3.8% |
| All | +3.2% | +145.9% | -142.6% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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