+197.6%
HL vs VUG
+1,251.8%
-1,054.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | +1.5% | -0.1% | +1.6% | +1.7% |
| 30D | +25.1% | -0.3% | +25.4% | +25.7% |
| 3M | +22.9% | -0.7% | +23.6% | +25.0% |
| 6M | -4.9% | +14.6% | -19.5% | -17.1% |
| YTD | +7.8% | +9.0% | -1.2% | -0.4% |
| 1Y | +133.9% | +14.9% | +119.0% | +104.7% |
| 3Y | +380.9% | +86.0% | +294.9% | +136.2% |
| 5Y | +230.2% | +76.7% | +153.5% | +64.2% |
| 10Y | +265.6% | +411.3% | -145.7% | -56.8% |
| All | +197.6% | +1,251.8% | -1,054.2% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling