+384.8%
V vs HAL
+3.0%
+381.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +1.9% | +10.9% | -9.0% | -0.3% |
| 3M | +13.2% | -5.8% | +19.1% | +14.2% |
| 6M | +16.7% | +8.1% | +8.6% | +13.9% |
| YTD | +5.4% | +33.2% | -27.8% | -1.9% |
| 1Y | +7.7% | +74.2% | -66.5% | -6.0% |
| 3Y | +52.0% | -3.7% | +55.7% | +47.6% |
| 5Y | +67.7% | +111.9% | -44.2% | +29.6% |
| 10Y | +384.8% | +7.4% | +377.4% | +243.0% |
| All | +384.8% | +3.0% | +381.7% | +243.0% |
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