-63.8%
HLF vs VT
+58.5%
-122.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.5% |
| 7D | +2.1% | +2.9% | -0.8% | -1.2% |
| 30D | +7.0% | -2.5% | +9.5% | +10.1% |
| 3M | +30.1% | -3.3% | +33.4% | +35.0% |
| 6M | +11.6% | +1.5% | +10.1% | +9.1% |
| YTD | +18.0% | +11.4% | +6.6% | +4.3% |
| 1Y | +63.0% | +11.9% | +51.1% | +43.3% |
| 3Y | +17.7% | +73.9% | -56.2% | -37.4% |
| 5Y | -63.8% | +57.9% | -121.7% | -80.7% |
| All | -63.8% | +58.5% | -122.3% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling