+281.4%
HL vs VST
+290.3%
-8.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.2% | -6.7% |
| 7D | +8.2% | -6.0% | +14.2% | +9.0% |
| 30D | -16.3% | -18.8% | +2.5% | -12.0% |
| 3M | -18.6% | -8.0% | -10.5% | -17.6% |
| 6M | -23.2% | -10.9% | -12.3% | -21.6% |
| YTD | -25.5% | -18.3% | -7.2% | -22.8% |
| 1Y | -4.8% | -29.9% | +25.1% | +2.0% |
| All | +281.4% | +290.3% | -8.9% | +138.8% |
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