+216.8%
HL vs VSXY
+37.7%
+179.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.3% |
| 7D | +0.4% | -10.7% | +11.1% | +1.5% |
| 30D | +18.8% | -24.3% | +43.1% | +22.4% |
| 3M | +43.7% | +1.0% | +42.7% | +43.0% |
| 6M | -1.0% | +57.4% | -58.4% | -7.9% |
| YTD | +8.7% | +39.8% | -31.1% | +2.5% |
| 1Y | +105.0% | +196.5% | -91.5% | +76.3% |
| 3Y | +427.3% | +357.2% | +70.0% | +307.4% |
| 5Y | +249.3% | +18.9% | +230.4% | +192.1% |
| All | +216.8% | +37.7% | +179.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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