+3.2%
HAL vs LVS
-0.5%
+3.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.1% |
| 7D | -3.3% | -4.3% | +1.0% | -1.3% |
| 30D | +7.2% | -6.8% | +14.0% | +10.4% |
| 3M | -8.8% | -15.6% | +6.8% | -2.1% |
| 6M | +3.0% | -20.6% | +23.6% | +12.4% |
| YTD | +29.4% | -33.4% | +62.8% | +51.8% |
| 1Y | +62.8% | -20.1% | +83.0% | +73.1% |
| 3Y | -6.4% | -7.4% | +1.0% | -11.6% |
| 5Y | +103.6% | +8.5% | +95.1% | +57.8% |
| All | +3.2% | -0.5% | +3.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling