+81.2%
HL vs VT
+346.0%
-264.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.7% |
| 7D | +8.9% | -2.3% | +11.3% | +12.7% |
| 30D | -10.1% | -5.0% | -5.1% | -3.1% |
| 3M | -7.0% | -4.9% | -2.2% | +0.5% |
| 6M | -18.8% | -1.5% | -17.2% | -14.8% |
| YTD | -23.1% | +8.5% | -31.6% | -28.2% |
| 1Y | +8.9% | +11.4% | -2.5% | -1.2% |
| 3Y | +255.0% | +70.1% | +184.9% | +87.3% |
| 5Y | +151.5% | +53.7% | +97.7% | +54.0% |
| 10Y | +138.4% | +220.0% | -81.6% | -44.0% |
| All | +81.2% | +346.0% | -264.8% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling