+105.3%
HAL vs VUG
+76.6%
+28.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +17.0% | -0.3% | +17.4% | +17.1% |
| 3M | -9.7% | -0.7% | -9.0% | -9.6% |
| 6M | +8.6% | +14.6% | -6.0% | +0.7% |
| YTD | +33.0% | +9.0% | +24.0% | +26.4% |
| 1Y | +68.3% | +14.9% | +53.5% | +55.4% |
| 3Y | +0.1% | +86.0% | -85.9% | -27.8% |
| All | +105.3% | +76.6% | +28.6% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling