+392.8%
HL vs VIAV
+293.0%
+99.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -2.3% |
| 7D | -4.4% | +11.2% | -15.5% | -7.7% |
| 30D | +9.3% | -10.1% | +19.4% | +12.2% |
| 3M | +32.0% | -22.9% | +54.9% | +39.9% |
| 6M | -6.4% | +28.8% | -35.2% | -18.2% |
| YTD | +3.1% | +117.5% | -114.3% | -28.4% |
| 1Y | +77.6% | +216.1% | -138.5% | +4.6% |
| 3Y | +392.8% | +292.2% | +100.6% | +167.7% |
| All | +392.8% | +293.0% | +99.8% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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