+205.8%
HL vs VNQ
+386.3%
-180.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.7% |
| 7D | -4.4% | -1.3% | -3.1% | -3.5% |
| 30D | +9.3% | -2.6% | +11.9% | +11.3% |
| 3M | +32.0% | -2.0% | +34.0% | +33.4% |
| 6M | -6.4% | +4.3% | -10.8% | -9.4% |
| YTD | +3.1% | +9.2% | -6.1% | -3.1% |
| 1Y | +77.6% | +5.6% | +72.0% | +70.7% |
| 3Y | +392.8% | +30.8% | +362.0% | +311.6% |
| 5Y | +234.1% | +8.0% | +226.1% | +220.1% |
| 10Y | +264.5% | +63.7% | +200.8% | +162.4% |
| All | +205.8% | +386.3% | -180.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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