+256.9%
HL vs VUG
+424.7%
-167.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | +9.3% | -1.0% | +10.3% | +10.3% |
| 3M | +32.0% | +3.5% | +28.5% | +28.6% |
| 6M | -6.4% | +14.2% | -20.6% | -15.2% |
| YTD | +3.1% | +8.5% | -5.4% | -2.2% |
| 1Y | +77.6% | +12.9% | +64.7% | +63.4% |
| 3Y | +392.8% | +85.6% | +307.2% | +196.6% |
| 5Y | +234.1% | +78.1% | +156.0% | +102.8% |
| All | +256.9% | +424.7% | -167.8% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling