+401.7%
HL vs VST
+372.0%
+29.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.5% |
| 7D | +1.5% | +8.9% | -7.4% | -1.0% |
| 30D | +25.1% | +6.2% | +18.9% | +23.0% |
| 3M | +22.9% | -2.7% | +25.6% | +23.7% |
| 6M | -4.9% | -8.4% | +3.4% | -3.2% |
| YTD | +7.8% | -7.2% | +15.0% | +9.1% |
| 1Y | +133.9% | -20.9% | +154.8% | +145.0% |
| All | +401.7% | +372.0% | +29.7% | +209.1% |
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