+260.7%
HL vs VWO
+317.6%
-57.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -2.4% |
| 7D | -5.6% | -1.7% | -3.9% | -3.9% |
| 30D | +12.7% | -0.3% | +13.0% | +13.3% |
| 3M | +42.5% | +4.0% | +38.5% | +38.0% |
| 6M | -9.0% | +8.1% | -17.1% | -14.4% |
| YTD | +4.4% | +11.6% | -7.2% | -4.0% |
| 1Y | +82.7% | +16.2% | +66.4% | +62.3% |
| 3Y | +406.3% | +63.3% | +343.0% | +225.9% |
| 5Y | +238.2% | +33.4% | +204.8% | +171.4% |
| 10Y | +268.9% | +113.3% | +155.6% | +90.7% |
| All | +260.7% | +317.6% | -57.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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