+181.5%
HL vs VG
-50.2%
+231.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.5% |
| 7D | +13.8% | -8.3% | +22.1% | +14.1% |
| 30D | -9.7% | -10.3% | +0.6% | -9.5% |
| 3M | -8.5% | -10.8% | +2.2% | -8.4% |
| 6M | -17.2% | +3.5% | -20.6% | -18.8% |
| YTD | -19.6% | +74.0% | -93.6% | -29.2% |
| 1Y | +11.1% | +48.9% | -37.8% | -0.3% |
| All | +181.5% | -50.2% | +231.8% | +159.6% |
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