+57.4%
HL vs VSH
+1,656.4%
-1,599.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | +7.1% | +6.2% | +0.9% | +5.6% |
| 30D | +21.4% | -11.1% | +32.6% | +24.4% |
| 3M | +37.4% | -44.9% | +82.3% | +54.4% |
| 6M | +0.4% | +90.0% | -89.5% | -14.5% |
| YTD | +6.7% | +118.8% | -112.1% | -12.0% |
| 1Y | +102.4% | +109.0% | -6.6% | +68.3% |
| 3Y | +417.4% | +35.6% | +381.8% | +357.9% |
| 5Y | +243.3% | +66.7% | +176.6% | +189.6% |
| 10Y | +242.6% | +167.9% | +74.6% | +163.7% |
| All | +57.4% | +1,656.4% | -1,599.0% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling