+238.2%
HL vs VSH
+64.5%
+173.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.7% |
| 7D | -5.6% | +3.1% | -8.7% | -6.6% |
| 30D | +12.7% | -5.7% | +18.5% | +14.8% |
| 3M | +42.5% | -42.5% | +85.0% | +68.3% |
| 6M | -9.0% | +82.7% | -91.7% | -30.5% |
| YTD | +4.4% | +118.2% | -113.8% | -25.4% |
| 1Y | +82.7% | +109.7% | -27.0% | +31.7% |
| 3Y | +406.3% | +35.3% | +371.0% | +326.9% |
| 5Y | +238.2% | +65.6% | +172.6% | +137.7% |
| All | +238.2% | +64.5% | +173.7% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling