-19.1%
HAL vs VFC
-44.8%
+25.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | -7.9% | +7.7% | -15.6% | -10.2% |
| 30D | -2.1% | +39.2% | -41.3% | -12.4% |
| 3M | +0.4% | +40.3% | -39.8% | -10.8% |
| 6M | -19.2% | +11.4% | -30.6% | -24.1% |
| YTD | +14.4% | +17.5% | -3.2% | +4.0% |
| 1Y | +18.0% | +45.9% | -27.9% | -1.3% |
| 3Y | -9.7% | +47.3% | -57.0% | -38.2% |
| 5Y | +40.1% | -67.2% | +107.3% | +112.5% |
| 10Y | -19.1% | -46.1% | +27.0% | +16.2% |
| All | -19.1% | -44.8% | +25.7% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling