+70.6%
VZ vs HAL
-18.9%
+89.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.4% | -6.5% | +8.9% | +2.9% |
| 30D | +11.2% | -2.1% | +13.3% | +11.3% |
| 3M | 0.0% | -4.9% | +4.8% | +0.3% |
| 6M | +1.3% | -19.3% | +20.6% | +2.7% |
| YTD | +21.3% | +14.3% | +7.0% | +19.6% |
| 1Y | +23.9% | +17.3% | +6.6% | +21.9% |
| 3Y | +57.7% | -10.9% | +68.6% | +57.1% |
| 5Y | +21.2% | +47.4% | -26.2% | +14.0% |
| 10Y | +70.6% | -20.8% | +91.4% | +56.6% |
| All | +70.6% | -18.9% | +89.5% | +56.6% |
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