+74.3%
HAL vs VSXY
+90.2%
-16.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | -0.1% |
| 7D | +2.6% | -1.6% | +4.2% | +2.8% |
| 30D | -0.1% | +17.8% | -17.9% | -1.7% |
| 3M | -1.1% | +12.5% | -13.6% | -2.6% |
| 6M | -20.7% | +124.7% | -145.5% | -28.2% |
| YTD | +17.5% | +93.2% | -75.6% | +7.4% |
| 1Y | +24.1% | +195.6% | -171.5% | +7.6% |
| 3Y | -8.4% | +434.6% | -443.0% | -29.9% |
| 5Y | +53.2% | +103.3% | -50.1% | +26.9% |
| All | +74.3% | +90.2% | -16.0% | +42.9% |
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