-20.8%
HAL vs VSH
+117.5%
-138.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -6.5% | -1.6% | -4.9% | -6.8% |
| 30D | -2.1% | -21.3% | +19.2% | +5.8% |
| 3M | -4.9% | -18.9% | +14.1% | -0.1% |
| 6M | -19.3% | -21.4% | +2.1% | -23.1% |
| YTD | +14.3% | +86.8% | -72.6% | -34.5% |
| 1Y | +17.3% | +85.8% | -68.4% | -32.9% |
| 3Y | -10.9% | +30.1% | -41.0% | -43.6% |
| 5Y | +47.4% | +42.8% | +4.6% | -18.7% |
| 10Y | -20.8% | +121.2% | -142.0% | -64.6% |
| All | -20.8% | +117.5% | -138.3% | -64.6% |
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