+277.8%
HL vs VG
-39.3%
+317.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +1.5% | +1.7% | -0.2% | +1.4% |
| 30D | +25.1% | +16.0% | +9.0% | +24.0% |
| 3M | +22.9% | +9.7% | +13.2% | +21.8% |
| 6M | -4.9% | +29.6% | -34.5% | -9.9% |
| YTD | +7.8% | +112.0% | -104.2% | -5.6% |
| 1Y | +133.9% | +12.8% | +121.1% | +120.4% |
| All | +277.8% | -39.3% | +317.1% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling