+7.4%
HAL vs VO
+193.0%
-185.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +2.0% |
| 7D | -1.3% | -0.6% | -0.7% | -0.6% |
| 30D | +10.9% | -1.9% | +12.8% | +13.7% |
| 3M | -5.8% | +3.3% | -9.1% | -10.5% |
| 6M | +8.1% | +9.7% | -1.6% | -6.2% |
| YTD | +33.2% | +12.6% | +20.6% | +11.4% |
| 1Y | +74.2% | +13.6% | +60.5% | +43.6% |
| 3Y | -3.7% | +56.8% | -60.5% | -49.8% |
| 5Y | +111.9% | +42.3% | +69.6% | +24.4% |
| 10Y | +7.4% | +199.2% | -191.8% | -73.7% |
| All | +7.4% | +193.0% | -185.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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