+32.7%
HAL vs IEFA
+203.9%
-171.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.9% |
| 7D | +6.1% | +2.2% | +3.9% | +3.0% |
| 30D | +2.9% | +1.1% | +1.8% | +1.1% |
| 3M | +3.3% | -4.3% | +7.6% | +8.7% |
| 6M | -16.9% | +1.4% | -18.3% | -19.8% |
| YTD | +21.2% | +10.1% | +11.1% | +2.4% |
| 1Y | +27.5% | +12.9% | +14.7% | +4.0% |
| 3Y | -6.4% | +65.8% | -72.2% | -56.9% |
| 5Y | +58.0% | +47.7% | +10.3% | -14.6% |
| 10Y | -14.6% | +146.8% | -161.4% | -74.4% |
| All | +32.7% | +203.9% | -171.2% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling