+7.4%
HAL vs VSH
+172.7%
-165.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.3% | +3.5% | -4.9% | -2.9% |
| 30D | +10.9% | -4.4% | +15.3% | +12.6% |
| 3M | -5.8% | -45.8% | +40.0% | +17.8% |
| 6M | +8.1% | +90.1% | -82.0% | -33.7% |
| YTD | +33.2% | +120.3% | -87.1% | -26.1% |
| 1Y | +74.2% | +112.2% | -38.1% | -3.6% |
| 3Y | -3.7% | +36.6% | -40.3% | -36.7% |
| 5Y | +111.9% | +67.0% | +44.9% | +13.5% |
| 10Y | +7.4% | +179.5% | -172.1% | -56.3% |
| All | +7.4% | +172.7% | -165.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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