-4.3%
HL vs VST
-27.8%
+23.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -5.6% | +10.9% | -16.5% | -9.2% |
| 30D | -16.2% | -15.6% | -0.5% | -10.7% |
| 3M | -20.5% | -7.8% | -12.7% | -19.4% |
| 6M | -31.7% | -12.0% | -19.7% | -29.8% |
| YTD | -26.4% | -16.9% | -9.5% | -24.6% |
| 1Y | -4.3% | -25.1% | +20.8% | +2.3% |
| All | -4.3% | -27.8% | +23.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling