-20.8%
HAL vs VMC
+136.9%
-157.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -6.5% | +1.1% | -7.6% | -7.2% |
| 30D | -2.1% | +17.7% | -19.8% | -10.6% |
| 3M | -4.9% | +1.1% | -5.9% | -6.1% |
| 6M | -19.3% | +1.8% | -21.1% | -21.9% |
| YTD | +14.3% | +1.5% | +12.8% | +9.1% |
| 1Y | +17.3% | -1.1% | +18.4% | +13.4% |
| 3Y | -10.9% | +38.8% | -49.7% | -31.6% |
| 5Y | +47.4% | +49.6% | -2.1% | +4.4% |
| 10Y | -20.8% | +130.6% | -151.4% | -59.4% |
| All | -20.8% | +136.9% | -157.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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