+1,112.0%
VST vs HAL
-17.5%
+1,129.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.6% |
| 7D | -9.8% | -12.0% | +2.2% | -6.6% |
| 30D | -25.1% | +0.3% | -25.4% | -25.1% |
| 3M | -11.6% | -1.6% | -10.0% | -11.3% |
| 6M | -20.9% | -20.5% | -0.4% | -16.6% |
| YTD | -22.3% | +14.2% | -36.5% | -26.2% |
| 1Y | -32.0% | +18.9% | -50.9% | -36.3% |
| 3Y | +262.4% | -13.7% | +276.1% | +262.5% |
| 5Y | +563.4% | +42.2% | +521.2% | +457.4% |
| All | +1,112.0% | -17.5% | +1,129.5% | +778.0% |
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