+256.9%
HL vs VTEB
+17.9%
+239.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.9% |
| 7D | -4.4% | -0.9% | -3.4% | -2.6% |
| 30D | +9.3% | -2.5% | +11.8% | +15.1% |
| 3M | +32.0% | -3.0% | +34.9% | +40.4% |
| 6M | -6.4% | -2.1% | -4.3% | -1.7% |
| YTD | +3.1% | -1.5% | +4.6% | +7.0% |
| 1Y | +77.6% | +0.2% | +77.4% | +78.7% |
| 3Y | +392.8% | +8.6% | +384.3% | +322.3% |
| 5Y | +234.1% | +1.2% | +232.9% | +226.9% |
| All | +256.9% | +17.9% | +239.0% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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