+65.5%
VZ vs HAL
-18.5%
+84.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.2% | -7.9% | +10.1% | +2.8% |
| 30D | +10.6% | -2.1% | +12.6% | +10.7% |
| 3M | -0.6% | +0.4% | -1.0% | -0.8% |
| 6M | +0.7% | -19.2% | +20.0% | +2.1% |
| YTD | +20.6% | +14.4% | +6.2% | +18.9% |
| 1Y | +22.7% | +18.0% | +4.7% | +20.7% |
| 3Y | +57.2% | -9.7% | +66.9% | +56.5% |
| 5Y | +21.4% | +40.1% | -18.8% | +14.6% |
| 10Y | +65.5% | -19.1% | +84.6% | +52.2% |
| All | +65.5% | -18.5% | +84.0% | +52.2% |
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