+307.4%
IVV vs HAL
-18.9%
+326.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | -6.5% | +5.9% | +0.7% |
| 30D | -3.7% | -2.1% | -1.5% | -3.3% |
| 3M | -2.7% | -4.9% | +2.1% | -2.0% |
| 6M | +2.2% | -19.3% | +21.5% | +6.1% |
| YTD | +10.9% | +14.3% | -3.4% | +6.5% |
| 1Y | +11.3% | +17.3% | -6.0% | +6.2% |
| 3Y | +76.9% | -10.9% | +87.8% | +74.6% |
| 5Y | +73.5% | +47.4% | +26.1% | +48.0% |
| 10Y | +307.4% | -20.8% | +328.2% | +230.6% |
| All | +307.4% | -18.9% | +326.3% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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