-6.4%
HAL vs VFC
+50.0%
-56.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.7% |
| 7D | +6.1% | +1.6% | +4.5% | +5.8% |
| 30D | +2.9% | +25.5% | -22.6% | -0.6% |
| 3M | +3.3% | +41.3% | -37.9% | -2.0% |
| 6M | -16.9% | +22.2% | -39.1% | -20.1% |
| YTD | +21.2% | +16.4% | +4.8% | +16.6% |
| 1Y | +27.5% | +38.4% | -10.9% | +18.8% |
| 3Y | -6.4% | +56.2% | -62.7% | -19.7% |
| All | -6.4% | +50.0% | -56.4% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling