+249.3%
HAL vs VUG
+1,251.8%
-1,002.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +17.0% | -0.3% | +17.4% | +17.2% |
| 3M | -9.7% | -0.7% | -9.0% | -10.0% |
| 6M | +8.6% | +14.6% | -6.0% | -9.3% |
| YTD | +33.0% | +9.0% | +24.0% | +17.1% |
| 1Y | +68.3% | +14.9% | +53.5% | +38.8% |
| 3Y | +0.1% | +86.0% | -85.9% | -55.3% |
| 5Y | +102.6% | +76.7% | +25.9% | -11.7% |
| 10Y | +3.8% | +411.3% | -407.5% | -89.5% |
| All | +249.3% | +1,251.8% | -1,002.4% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling