+134.4%
HL vs VT
+222.7%
-88.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -4.6% |
| 7D | -7.6% | +2.9% | -10.5% | -11.1% |
| 30D | -17.5% | -2.5% | -15.0% | -14.0% |
| 3M | -26.2% | -3.3% | -22.9% | -21.9% |
| 6M | -35.1% | +1.5% | -36.6% | -34.6% |
| YTD | -30.4% | +11.4% | -41.7% | -37.0% |
| 1Y | -14.0% | +11.9% | -25.9% | -22.3% |
| 3Y | +256.3% | +73.9% | +182.4% | +87.3% |
| 5Y | +112.5% | +57.9% | +54.6% | +26.6% |
| All | +134.4% | +222.7% | -88.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling