+97.2%
HAL vs VSXY
+37.4%
+59.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | +2.9% | -14.0% | +16.9% | +4.3% |
| 30D | +17.0% | -15.9% | +33.0% | +18.7% |
| 3M | -9.7% | +3.4% | -13.0% | -10.4% |
| 6M | +8.6% | +25.9% | -17.3% | +4.2% |
| YTD | +33.0% | +39.5% | -6.5% | +25.7% |
| 1Y | +68.3% | +194.4% | -126.0% | +45.1% |
| 3Y | +0.1% | +281.4% | -281.3% | -21.1% |
| 5Y | +102.6% | +12.8% | +89.9% | +72.5% |
| All | +97.2% | +37.4% | +59.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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