+595.7%
HAL vs VFC
+845.1%
-249.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.4% |
| 7D | +2.9% | -1.6% | +4.5% | +3.5% |
| 30D | +17.0% | -11.6% | +28.7% | +21.9% |
| 3M | -9.7% | -18.1% | +8.5% | -5.1% |
| 6M | +8.6% | -27.4% | +36.0% | +17.3% |
| YTD | +33.0% | -24.8% | +57.8% | +41.3% |
| 1Y | +68.3% | -8.2% | +76.5% | +64.1% |
| 3Y | +0.1% | -29.1% | +29.2% | -10.1% |
| 5Y | +102.6% | -79.2% | +181.8% | +189.2% |
| 10Y | +3.8% | -68.1% | +71.9% | +27.6% |
| All | +595.7% | +845.1% | -249.4% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling