+0.8%
HL vs VSH
+1,390.4%
-1,389.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.9% |
| 7D | -11.1% | +14.3% | -25.5% | -13.9% |
| 30D | -12.1% | -7.9% | -4.2% | -11.2% |
| 3M | -26.1% | -19.9% | -6.2% | -23.3% |
| 6M | -37.7% | -30.5% | -7.2% | -34.3% |
| YTD | -31.7% | +85.7% | -117.4% | -42.2% |
| 1Y | -11.6% | +98.9% | -110.6% | -26.3% |
| 3Y | +249.6% | +32.1% | +217.6% | +208.9% |
| 5Y | +108.5% | +39.7% | +68.8% | +80.9% |
| 10Y | +127.0% | +117.6% | +9.4% | +80.5% |
| All | +0.8% | +1,390.4% | -1,389.6% | -38.9% |
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 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