+497.6%
HAL vs VMC
+3,502.6%
-3,005.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -12.0% | +0.5% | -12.5% | -12.4% |
| 30D | +0.3% | +15.8% | -15.5% | -6.4% |
| 3M | -1.6% | +0.6% | -2.2% | -2.5% |
| 6M | -20.5% | -4.0% | -16.5% | -20.5% |
| YTD | +14.2% | -0.3% | +14.5% | +11.0% |
| 1Y | +18.9% | -0.5% | +19.4% | +15.5% |
| 3Y | -13.7% | +39.6% | -53.3% | -29.4% |
| 5Y | +42.2% | +50.1% | -7.9% | +10.3% |
| 10Y | -16.7% | +163.9% | -180.6% | -49.9% |
| All | +497.6% | +3,502.6% | -3,005.0% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling