+2.6%
HAL vs VWO
+117.1%
-114.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.4% |
| 7D | -3.3% | -1.8% | -1.5% | -1.4% |
| 30D | +8.2% | -0.1% | +8.3% | +8.2% |
| 3M | -9.4% | +2.2% | -11.7% | -12.5% |
| 6M | +0.6% | +8.8% | -8.1% | -10.8% |
| YTD | +28.6% | +12.4% | +16.2% | +9.4% |
| 1Y | +63.9% | +15.6% | +48.3% | +34.7% |
| 3Y | -7.1% | +62.5% | -69.6% | -50.2% |
| 5Y | +102.3% | +34.3% | +68.1% | +36.3% |
| All | +2.6% | +117.1% | -114.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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