+44.5%
HAL vs IEFA
+215.2%
-170.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +0.5% | +1.2% | -0.7% | -1.1% |
| 30D | +15.9% | -0.6% | +16.5% | +16.6% |
| 3M | -8.7% | +6.2% | -14.9% | -16.6% |
| 6M | +9.0% | +11.2% | -2.1% | -8.1% |
| YTD | +32.0% | +14.2% | +17.8% | +6.9% |
| 1Y | +72.5% | +20.0% | +52.4% | +29.8% |
| 3Y | -4.5% | +68.8% | -73.3% | -56.9% |
| 5Y | +109.7% | +52.7% | +57.0% | +9.3% |
| 10Y | +1.2% | +144.2% | -143.0% | -69.4% |
| All | +44.5% | +215.2% | -170.7% | -68.9% |
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