+25.6%
HAL vs VFC
+52.5%
-26.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.6% | -3.0% |
| 7D | -7.7% | +21.5% | -29.2% | -7.5% |
| 30D | +0.7% | +46.7% | -46.0% | +0.8% |
| 3M | +2.5% | +38.4% | -35.9% | +2.7% |
| 6M | -20.7% | +15.2% | -35.9% | -19.7% |
| YTD | +18.4% | +17.8% | +0.6% | +18.4% |
| 1Y | +25.6% | +55.6% | -30.0% | +22.5% |
| All | +25.6% | +52.5% | -26.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling