+2.6%
HAL vs VNQ
+64.0%
-61.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -1.3% |
| 7D | -3.3% | -1.3% | -2.0% | -2.2% |
| 30D | +8.2% | -2.6% | +10.7% | +10.5% |
| 3M | -9.4% | -2.0% | -7.4% | -8.3% |
| 6M | +0.6% | +4.3% | -3.7% | -4.5% |
| YTD | +28.6% | +9.2% | +19.3% | +16.7% |
| 1Y | +63.9% | +5.6% | +58.3% | +53.3% |
| 3Y | -7.1% | +30.8% | -38.0% | -30.6% |
| 5Y | +102.3% | +8.0% | +94.4% | +79.0% |
| All | +2.6% | +64.0% | -61.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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