-19.1%
HAL vs VUG
+405.9%
-425.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -2.1% |
| 7D | -7.9% | +0.5% | -8.4% | -8.4% |
| 30D | -2.1% | -8.2% | +6.1% | +4.5% |
| 3M | +0.4% | -5.4% | +5.9% | +4.3% |
| 6M | -19.2% | -2.5% | -16.7% | -18.8% |
| YTD | +14.4% | +4.2% | +10.2% | +7.8% |
| 1Y | +18.0% | +5.0% | +12.9% | +10.2% |
| 3Y | -9.7% | +81.7% | -91.4% | -49.3% |
| 5Y | +40.1% | +62.5% | -22.4% | -14.7% |
| 10Y | -19.1% | +396.3% | -415.4% | -82.1% |
| All | -19.1% | +405.9% | -425.0% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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