+419.5%
HL vs VSH
+35.1%
+384.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +0.4% | +3.5% | -3.1% | -0.7% |
| 30D | +18.8% | -4.4% | +23.2% | +20.2% |
| 3M | +43.7% | -45.8% | +89.5% | +69.9% |
| 6M | -1.0% | +90.1% | -91.2% | -22.5% |
| YTD | +8.7% | +120.3% | -111.6% | -18.7% |
| 1Y | +105.0% | +112.2% | -7.2% | +54.4% |
| All | +419.5% | +35.1% | +384.4% | +352.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling