-60.0%
HLF vs VT
+221.4%
-281.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +7.9% | +1.0% | +6.9% | +6.9% |
| 30D | +0.6% | -0.2% | +0.9% | +0.9% |
| 3M | +9.6% | +4.5% | +5.1% | +4.9% |
| 6M | -19.7% | +14.1% | -33.7% | -29.2% |
| YTD | -3.6% | +14.8% | -18.3% | -15.4% |
| 1Y | +25.8% | +21.2% | +4.6% | +4.7% |
| 3Y | -14.7% | +76.6% | -91.3% | -50.1% |
| 5Y | -77.0% | +66.6% | -143.6% | -85.8% |
| 10Y | -60.0% | +222.3% | -282.3% | -86.7% |
| All | -60.0% | +221.4% | -281.5% | -86.7% |
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