+462.5%
HAL vs IVZ
+954.3%
-491.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | -0.2% | -2.8% | +2.5% | +0.7% |
| 30D | +1.0% | -2.2% | +3.2% | +1.3% |
| 3M | -2.1% | -8.1% | +6.0% | +0.3% |
| 6M | -17.5% | +3.8% | -21.3% | -20.1% |
| YTD | +18.1% | +11.5% | +6.7% | +10.0% |
| 1Y | +19.7% | +23.7% | -4.0% | +6.8% |
| 3Y | -7.9% | +145.8% | -153.7% | -39.2% |
| 5Y | +53.1% | +36.1% | +16.9% | +24.0% |
| 10Y | -16.8% | +42.4% | -59.2% | -36.5% |
| All | +462.5% | +954.3% | -491.8% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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