+133.9%
HL vs VUG
+15.8%
+118.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.7% |
| 7D | +1.5% | -0.1% | +1.6% | +1.7% |
| 30D | +25.1% | -0.3% | +25.4% | +25.9% |
| 3M | +22.9% | -0.7% | +23.6% | +25.8% |
| 6M | -4.9% | +14.6% | -19.5% | -19.9% |
| YTD | +7.8% | +9.0% | -1.2% | -2.7% |
| 1Y | +133.9% | +14.9% | +119.0% | +85.9% |
| All | +133.9% | +15.8% | +118.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling