+45.9%
HLF vs VT
+374.2%
-328.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -1.7% | +1.0% | -2.7% | -2.5% |
| 3M | +8.7% | +2.4% | +6.3% | +6.2% |
| 6M | -28.1% | +12.0% | -40.1% | -35.0% |
| YTD | -4.0% | +15.3% | -19.3% | -15.4% |
| 1Y | +22.7% | +22.6% | +0.1% | +2.1% |
| 3Y | -19.6% | +74.7% | -94.3% | -51.2% |
| 5Y | -76.6% | +66.1% | -142.7% | -85.0% |
| 10Y | -59.6% | +225.0% | -284.6% | -85.9% |
| All | +45.9% | +374.2% | -328.3% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling