+260.5%
HL vs VIG
+623.5%
-363.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +1.5% | -0.4% | +1.9% | +2.1% |
| 30D | +25.1% | -1.0% | +26.0% | +26.7% |
| 3M | +22.9% | +2.8% | +20.1% | +19.4% |
| 6M | -4.9% | +8.2% | -13.1% | -13.2% |
| YTD | +7.8% | +11.0% | -3.2% | -4.3% |
| 1Y | +133.9% | +16.1% | +117.7% | +97.2% |
| 3Y | +380.9% | +56.2% | +324.7% | +179.8% |
| 5Y | +230.2% | +63.0% | +167.2% | +83.3% |
| 10Y | +265.6% | +241.4% | +24.1% | -26.2% |
| All | +260.5% | +623.5% | -363.0% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling