+317.1%
HL vs VST
+1,175.7%
-858.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.5% |
| 7D | +1.5% | +8.9% | -7.4% | -0.9% |
| 30D | +25.1% | +6.2% | +18.9% | +23.1% |
| 3M | +22.9% | -2.7% | +25.6% | +23.7% |
| 6M | -4.9% | -8.4% | +3.4% | -3.1% |
| YTD | +7.8% | -7.2% | +15.0% | +9.2% |
| 1Y | +133.9% | -20.9% | +154.8% | +145.8% |
| 3Y | +380.9% | +384.0% | -3.1% | +187.2% |
| 5Y | +230.2% | +757.1% | -526.9% | +67.9% |
| All | +317.1% | +1,175.7% | -858.6% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling