+55.8%
HAL vs VYM
+490.3%
-434.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +0.5% | +0.1% | +0.3% | +0.3% |
| 30D | +15.9% | -1.3% | +17.2% | +18.1% |
| 3M | -8.7% | +4.1% | -12.8% | -14.4% |
| 6M | +9.0% | +9.8% | -0.8% | -6.0% |
| YTD | +32.0% | +15.3% | +16.7% | +5.8% |
| 1Y | +72.5% | +20.0% | +52.5% | +30.2% |
| 3Y | -4.5% | +66.2% | -70.8% | -55.2% |
| 5Y | +109.7% | +77.5% | +32.2% | -8.2% |
| 10Y | +1.2% | +201.7% | -200.5% | -75.1% |
| All | +55.8% | +490.3% | -434.5% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling