+398.8%
HL vs VMC
+17.8%
+381.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -5.6% | -3.7% | -1.9% | -3.8% |
| 30D | +12.7% | -12.8% | +25.5% | +21.1% |
| 3M | +42.5% | -7.9% | +50.4% | +48.6% |
| 6M | -9.0% | -7.5% | -1.5% | -5.5% |
| YTD | +4.4% | -11.6% | +16.0% | +11.5% |
| 1Y | +82.7% | -14.3% | +96.9% | +96.9% |
| All | +398.8% | +17.8% | +381.1% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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