+309.6%
IVV vs HAL
-18.5%
+328.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -7.9% | +8.0% | +1.7% |
| 30D | -3.3% | -2.1% | -1.3% | -3.0% |
| 3M | -2.4% | +0.4% | -2.8% | -2.8% |
| 6M | +2.6% | -19.2% | +21.9% | +6.4% |
| YTD | +11.3% | +14.4% | -3.1% | +6.9% |
| 1Y | +13.4% | +18.0% | -4.5% | +8.1% |
| 3Y | +80.3% | -9.7% | +90.0% | +77.5% |
| 5Y | +72.7% | +40.1% | +32.6% | +49.0% |
| 10Y | +309.6% | -19.1% | +328.8% | +232.3% |
| All | +309.6% | -18.5% | +328.1% | +232.3% |
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