+122.4%
HL vs VST
+1,219.3%
-1,097.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.3% | -2.8% | +2.6% |
| 7D | +13.8% | -0.5% | +14.3% | +12.8% |
| 30D | -9.7% | -17.1% | +7.3% | -5.7% |
| 3M | -8.5% | -4.6% | -3.9% | -8.4% |
| 6M | -17.2% | -9.1% | -8.1% | -16.0% |
| YTD | -19.6% | -16.6% | -3.0% | -17.2% |
| 1Y | +11.1% | -29.5% | +40.6% | +19.2% |
| 3Y | +299.7% | +297.5% | +2.2% | +148.4% |
| 5Y | +156.5% | +654.5% | -498.1% | +32.9% |
| 10Y | +122.4% | +1,205.2% | -1,082.9% | +20.7% |
| All | +122.4% | +1,219.3% | -1,097.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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