+392.8%
HL vs ITOT
+75.8%
+317.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.4% |
| 7D | -4.4% | -0.9% | -3.4% | -3.1% |
| 30D | +9.3% | -1.5% | +10.8% | +11.8% |
| 3M | +32.0% | +3.6% | +28.4% | +26.6% |
| 6M | -6.4% | +13.7% | -20.1% | -19.4% |
| YTD | +3.1% | +12.9% | -9.8% | -9.8% |
| 1Y | +77.6% | +17.2% | +60.4% | +49.4% |
| 3Y | +392.8% | +75.6% | +317.2% | +139.6% |
| All | +392.8% | +75.8% | +317.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling