+273.8%
HL vs VG
-38.0%
+311.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +7.1% | -2.5% | +9.6% | +7.2% |
| 30D | +21.4% | +11.1% | +10.4% | +20.7% |
| 3M | +37.4% | +14.9% | +22.6% | +35.8% |
| 6M | +0.4% | +18.4% | -17.9% | -3.1% |
| YTD | +6.7% | +116.6% | -109.9% | -6.7% |
| 1Y | +102.4% | +9.4% | +93.0% | +91.5% |
| All | +273.8% | -38.0% | +311.8% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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