-1.5%
HAL vs VT
+368.8%
-370.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.8% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +10.9% | -0.7% | +11.6% | +11.8% |
| 3M | -5.8% | +4.0% | -9.8% | -11.7% |
| 6M | +8.1% | +12.3% | -4.2% | -10.1% |
| YTD | +33.2% | +14.0% | +19.2% | +8.3% |
| 1Y | +74.2% | +20.3% | +53.9% | +31.0% |
| 3Y | -3.7% | +75.4% | -79.1% | -57.7% |
| 5Y | +111.9% | +66.0% | +45.9% | -0.2% |
| 10Y | +7.4% | +228.2% | -220.8% | -77.3% |
| All | -1.5% | +368.8% | -370.3% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling