+200.1%
HAL vs VUG
+1,157.1%
-957.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.3% |
| 7D | -12.0% | -3.4% | -8.6% | -8.8% |
| 30D | +0.3% | -11.1% | +11.4% | +13.5% |
| 3M | -1.6% | -7.2% | +5.6% | +5.8% |
| 6M | -20.5% | -4.1% | -16.3% | -18.6% |
| YTD | +14.2% | +1.4% | +12.8% | +8.1% |
| 1Y | +18.9% | +1.9% | +17.0% | +11.4% |
| 3Y | -13.7% | +77.7% | -91.5% | -59.7% |
| 5Y | +42.2% | +57.6% | -15.4% | -29.2% |
| 10Y | -16.7% | +398.6% | -415.3% | -91.6% |
| All | +200.1% | +1,157.1% | -957.0% | -91.2% |
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