+238.2%
HL vs VIG
+61.5%
+176.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.3% |
| 7D | -5.6% | -2.2% | -3.4% | -2.5% |
| 30D | +12.7% | -3.2% | +16.0% | +18.1% |
| 3M | +42.5% | +3.0% | +39.5% | +37.3% |
| 6M | -9.0% | +8.1% | -17.1% | -17.4% |
| YTD | +4.4% | +9.1% | -4.7% | -5.7% |
| 1Y | +82.7% | +12.6% | +70.1% | +59.2% |
| 3Y | +406.3% | +55.4% | +350.9% | +192.4% |
| 5Y | +238.2% | +62.8% | +175.4% | +78.8% |
| All | +238.2% | +61.5% | +176.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling