+497.6%
HAL vs VSH
+1,203.4%
-705.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.9% |
| 7D | -12.0% | -12.9% | +1.0% | -8.9% |
| 30D | +0.3% | -36.9% | +37.1% | +12.6% |
| 3M | -1.6% | -28.8% | +27.1% | +5.6% |
| 6M | -20.5% | -30.3% | +9.8% | -18.1% |
| YTD | +14.2% | +62.4% | -48.1% | -10.0% |
| 1Y | +18.9% | +62.5% | -43.7% | -6.6% |
| 3Y | -13.7% | +7.4% | -21.1% | -26.4% |
| 5Y | +42.2% | +25.4% | +16.7% | +14.1% |
| 10Y | -16.7% | +102.6% | -119.3% | -39.2% |
| All | +497.6% | +1,203.4% | -705.8% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling