-17.4%
HAL vs VUG
+402.9%
-420.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +2.6% | +4.4% | -1.8% | -0.9% |
| 30D | -0.1% | -7.3% | +7.3% | +5.8% |
| 3M | -1.1% | -4.2% | +3.1% | +1.7% |
| 6M | -20.7% | -1.6% | -19.2% | -20.9% |
| YTD | +17.5% | +4.9% | +12.6% | +10.2% |
| 1Y | +24.1% | +3.8% | +20.3% | +17.2% |
| 3Y | -8.4% | +79.4% | -87.8% | -47.9% |
| 5Y | +53.2% | +63.9% | -10.7% | -7.5% |
| All | -17.4% | +402.9% | -420.3% | -81.7% |
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