+143.9%
HL vs VG
-44.1%
+188.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.7% | -10.2% | -5.6% |
| 7D | -7.6% | +15.1% | -22.7% | -8.0% |
| 30D | -17.5% | -4.2% | -13.3% | -17.4% |
| 3M | -26.2% | -3.1% | -23.1% | -26.3% |
| 6M | -35.1% | +0.3% | -35.4% | -35.6% |
| YTD | -30.4% | +95.5% | -125.9% | -38.9% |
| 1Y | -14.0% | +64.4% | -78.4% | -22.8% |
| All | +143.9% | -44.1% | +188.0% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling