+722.2%
HLI vs VT
+224.9%
+497.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | +12.1% | -1.7% | +13.9% | +13.7% |
| 3M | +17.1% | -2.3% | +19.4% | +19.4% |
| 6M | -0.8% | +1.5% | -2.3% | -2.2% |
| YTD | -14.9% | +12.0% | -27.0% | -22.8% |
| 1Y | -18.4% | +12.9% | -31.3% | -26.4% |
| 3Y | +49.3% | +74.9% | -25.6% | -4.6% |
| 5Y | +34.6% | +59.9% | -25.3% | -8.1% |
| 10Y | +633.8% | +224.6% | +409.1% | +198.0% |
| All | +722.2% | +224.9% | +497.3% | +226.8% |
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