+175.2%
HL vs ITOT
+879.4%
-704.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.2% |
| 7D | -5.6% | -2.0% | -3.6% | -3.1% |
| 30D | +12.7% | -2.0% | +14.7% | +15.8% |
| 3M | +42.5% | +4.5% | +38.0% | +35.8% |
| 6M | -9.0% | +12.6% | -21.6% | -20.2% |
| YTD | +4.4% | +12.0% | -7.6% | -7.2% |
| 1Y | +82.7% | +17.3% | +65.4% | +54.0% |
| 3Y | +406.3% | +75.2% | +331.0% | +156.8% |
| 5Y | +238.2% | +74.0% | +164.1% | +72.4% |
| 10Y | +268.9% | +298.6% | -29.7% | -38.2% |
| All | +175.2% | +879.4% | -704.2% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling