+52.2%
HL vs VMC
+3,120.6%
-3,068.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -4.4% | -3.8% | -0.6% | -3.0% |
| 30D | +9.3% | -9.7% | +19.0% | +13.6% |
| 3M | +32.0% | -9.6% | +41.6% | +36.9% |
| 6M | -6.4% | -4.8% | -1.6% | -4.8% |
| YTD | +3.1% | -10.9% | +14.0% | +7.6% |
| 1Y | +77.6% | -15.6% | +93.2% | +88.6% |
| 3Y | +392.8% | +19.3% | +373.5% | +356.7% |
| 5Y | +234.1% | +48.0% | +186.1% | +183.0% |
| 10Y | +264.5% | +155.4% | +109.1% | +138.5% |
| All | +52.2% | +3,120.6% | -3,068.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling