+255.0%
HL vs VST
+264.2%
-9.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.6% | -8.5% | -0.8% |
| 7D | +8.9% | -9.8% | +18.8% | +10.9% |
| 30D | -10.1% | -25.1% | +15.1% | -3.4% |
| 3M | -7.0% | -11.6% | +4.5% | -5.0% |
| 6M | -18.8% | -20.9% | +2.2% | -14.5% |
| YTD | -23.1% | -22.3% | -0.8% | -19.3% |
| 1Y | +8.9% | -32.0% | +40.9% | +17.7% |
| 3Y | +255.0% | +262.4% | -7.4% | +109.6% |
| All | +255.0% | +264.2% | -9.2% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling