+149.4%
HL vs VST
+561.4%
-412.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.6% | -8.5% | -0.9% |
| 7D | +8.9% | -9.8% | +18.8% | +11.0% |
| 30D | -10.1% | -25.1% | +15.1% | -3.2% |
| 3M | -7.0% | -11.6% | +4.5% | -4.9% |
| 6M | -18.8% | -20.9% | +2.2% | -14.4% |
| YTD | -23.1% | -22.3% | -0.8% | -19.2% |
| 1Y | +8.9% | -32.0% | +40.9% | +18.2% |
| 3Y | +255.0% | +262.4% | -7.4% | +109.5% |
| All | +149.4% | +561.4% | -412.0% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling