+88.5%
HL vs VO
+825.6%
-737.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -11.1% | +3.1% | -14.2% | -14.4% |
| 30D | -12.1% | +2.2% | -14.3% | -14.3% |
| 3M | -26.1% | -2.5% | -23.6% | -23.2% |
| 6M | -37.7% | +7.0% | -44.7% | -41.8% |
| YTD | -31.7% | +14.0% | -45.7% | -40.3% |
| 1Y | -11.6% | +15.6% | -27.3% | -23.8% |
| 3Y | +249.6% | +66.2% | +183.5% | +94.0% |
| 5Y | +108.5% | +36.6% | +71.9% | +47.3% |
| 10Y | +127.0% | +199.0% | -72.0% | -42.2% |
| All | +88.5% | +825.6% | -737.1% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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