-19.1%
HAL vs VT
+223.7%
-242.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -3.6% |
| 7D | -7.9% | +0.4% | -8.3% | -8.7% |
| 30D | -2.1% | -2.6% | +0.5% | +1.2% |
| 3M | +0.4% | -3.2% | +3.7% | +4.5% |
| 6M | -19.2% | +0.9% | -20.2% | -21.9% |
| YTD | +14.4% | +11.3% | +3.1% | -5.7% |
| 1Y | +18.0% | +14.0% | +4.0% | -6.4% |
| 3Y | -9.7% | +75.8% | -85.5% | -63.8% |
| 5Y | +40.1% | +57.8% | -17.7% | -33.6% |
| 10Y | -19.1% | +219.8% | -238.9% | -84.4% |
| All | -19.1% | +223.7% | -242.8% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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