-44.4%
HLF vs VT
+215.5%
-260.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.3% |
| 7D | +17.1% | -2.3% | +19.4% | +19.8% |
| 30D | +20.8% | -5.0% | +25.7% | +26.8% |
| 3M | +32.8% | -4.9% | +37.6% | +39.3% |
| 6M | -7.1% | -1.5% | -5.5% | -5.9% |
| YTD | +18.5% | +8.5% | +10.1% | +9.8% |
| 1Y | +66.1% | +11.4% | +54.7% | +50.0% |
| 3Y | +10.9% | +70.1% | -59.2% | -32.7% |
| 5Y | -64.6% | +53.7% | -118.4% | -76.6% |
| All | -44.4% | +215.5% | -260.0% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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