+211.0%
HAL vs VNQ
+392.1%
-181.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | -0.4% | +0.8% | +0.7% |
| 30D | +15.9% | -2.5% | +18.5% | +17.7% |
| 3M | -8.7% | +1.4% | -10.1% | -9.9% |
| 6M | +9.0% | +4.6% | +4.5% | +5.0% |
| YTD | +32.0% | +10.5% | +21.5% | +22.4% |
| 1Y | +72.5% | +8.4% | +64.1% | +61.9% |
| 3Y | -4.5% | +32.4% | -37.0% | -22.2% |
| 5Y | +109.7% | +5.5% | +104.2% | +96.8% |
| 10Y | +1.2% | +59.1% | -57.9% | -23.0% |
| All | +211.0% | +392.1% | -181.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling