+296.0%
HL vs VLTO
+56.3%
+239.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +8.2% | +1.6% | +6.6% | +7.8% |
| 30D | -16.3% | +22.0% | -38.2% | -20.4% |
| 3M | -18.6% | +21.9% | -40.5% | -22.5% |
| 6M | -23.2% | +36.5% | -59.7% | -29.6% |
| YTD | -25.5% | +19.0% | -44.5% | -28.6% |
| 1Y | -4.8% | +21.0% | -25.8% | -9.3% |
| 3Y | +281.4% | +69.9% | +211.5% | +239.2% |
| All | +296.0% | +56.3% | +239.7% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling