+11.9%
HAL vs VIG
+655.7%
-643.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.6% | +3.1% | -0.5% | -1.9% |
| 30D | -0.1% | +5.0% | -5.1% | -7.5% |
| 3M | -1.1% | +2.7% | -3.8% | -5.5% |
| 6M | -20.7% | +11.0% | -31.7% | -32.7% |
| YTD | +17.5% | +16.0% | +1.6% | -7.1% |
| 1Y | +24.1% | +16.3% | +7.9% | -2.4% |
| 3Y | -8.4% | +66.8% | -75.2% | -57.7% |
| 5Y | +53.2% | +64.8% | -11.5% | -29.0% |
| 10Y | -17.2% | +263.6% | -280.8% | -87.2% |
| All | +11.9% | +655.7% | -643.8% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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