+169.3%
HL vs VG
-51.4%
+220.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.9% | -22.0% | +31.0% | +9.8% |
| 30D | -10.1% | -11.6% | +1.6% | -9.8% |
| 3M | -7.0% | -14.9% | +7.8% | -6.8% |
| 6M | -18.8% | -3.5% | -15.2% | -19.9% |
| YTD | -23.1% | +70.0% | -93.1% | -32.3% |
| 1Y | +8.9% | +50.0% | -41.1% | -2.6% |
| All | +169.3% | -51.4% | +220.7% | +148.5% |
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