+2.6%
HAL vs VYM
+209.2%
-206.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.8% |
| 7D | -3.3% | -0.8% | -2.5% | -2.0% |
| 30D | +8.2% | -2.2% | +10.4% | +12.3% |
| 3M | -9.4% | +3.1% | -12.5% | -14.5% |
| 6M | +0.6% | +9.7% | -9.1% | -15.3% |
| YTD | +28.6% | +14.9% | +13.7% | -0.1% |
| 1Y | +63.9% | +17.6% | +46.3% | +22.2% |
| 3Y | -7.1% | +65.3% | -72.4% | -61.8% |
| 5Y | +102.3% | +78.7% | +23.6% | -26.3% |
| All | +2.6% | +209.2% | -206.6% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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