+130.0%
HL vs VST
+1,139.0%
-1,009.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -11.1% | +6.6% | -17.7% | -12.6% |
| 30D | -12.1% | -12.4% | +0.3% | -9.6% |
| 3M | -26.1% | -9.0% | -17.1% | -25.0% |
| 6M | -37.7% | -6.4% | -31.3% | -37.3% |
| YTD | -31.7% | -17.2% | -14.5% | -29.5% |
| 1Y | -11.6% | -22.0% | +10.4% | -7.5% |
| 3Y | +249.6% | +296.7% | -47.0% | +116.1% |
| 5Y | +108.5% | +637.6% | -529.1% | +7.6% |
| All | +130.0% | +1,139.0% | -1,009.0% | +19.2% |
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