+256.9%
HL vs VSH
+196.4%
+60.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -3.7% |
| 7D | -4.4% | +4.8% | -9.1% | -6.3% |
| 30D | +9.3% | -0.7% | +10.0% | +9.2% |
| 3M | +32.0% | -43.1% | +75.0% | +61.3% |
| 6M | -6.4% | +91.8% | -98.2% | -34.0% |
| YTD | +3.1% | +131.6% | -128.5% | -33.4% |
| 1Y | +77.6% | +118.1% | -40.5% | +17.0% |
| 3Y | +392.8% | +40.9% | +351.9% | +273.0% |
| 5Y | +234.1% | +75.8% | +158.3% | +119.3% |
| All | +256.9% | +196.4% | +60.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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