+419.5%
HL vs VUG
+85.5%
+334.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +18.8% | -1.7% | +20.5% | +20.9% |
| 3M | +43.7% | +2.8% | +40.9% | +40.7% |
| 6M | -1.0% | +13.6% | -14.7% | -10.1% |
| YTD | +8.7% | +8.1% | +0.6% | +2.9% |
| 1Y | +105.0% | +13.1% | +91.9% | +88.0% |
| All | +419.5% | +85.5% | +334.0% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling