+200.1%
HAL vs VO
+797.8%
-597.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | -12.0% | -2.6% | -9.4% | -9.0% |
| 30D | +0.3% | -0.9% | +1.2% | +1.3% |
| 3M | -1.6% | -3.0% | +1.4% | +2.0% |
| 6M | -20.5% | +2.2% | -22.7% | -23.5% |
| YTD | +14.2% | +10.6% | +3.7% | -1.7% |
| 1Y | +18.9% | +12.5% | +6.4% | -0.1% |
| 3Y | -13.7% | +61.4% | -75.1% | -55.0% |
| 5Y | +42.2% | +33.4% | +8.8% | -6.6% |
| 10Y | -16.7% | +201.5% | -218.3% | -78.7% |
| All | +200.1% | +797.8% | -597.7% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling