+154.2%
HL vs VT
+374.2%
-220.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | +0.4% | +1.0% | +1.0% |
| 30D | +25.1% | +1.0% | +24.1% | +23.8% |
| 3M | +22.9% | +2.4% | +20.5% | +20.8% |
| 6M | -4.9% | +12.0% | -16.9% | -16.3% |
| YTD | +7.8% | +15.3% | -7.5% | -8.0% |
| 1Y | +133.9% | +22.6% | +111.3% | +85.5% |
| 3Y | +380.9% | +74.7% | +306.2% | +142.4% |
| 5Y | +230.2% | +66.1% | +164.1% | +80.8% |
| 10Y | +265.6% | +225.0% | +40.6% | -16.0% |
| All | +154.2% | +374.2% | -220.0% | -72.5% |
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