+31.3%
HLIO vs VT
+217.6%
-186.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.3% |
| 7D | -29.9% | -0.1% | -29.7% | -29.6% |
| 30D | -30.8% | -3.1% | -27.8% | -27.6% |
| 3M | -41.0% | -3.5% | -37.5% | -37.9% |
| 6M | -29.4% | +0.5% | -29.9% | -29.4% |
| YTD | -9.7% | +10.8% | -20.5% | -20.8% |
| 1Y | -10.4% | +11.9% | -22.3% | -22.4% |
| 3Y | +19.2% | +73.0% | -53.7% | -40.6% |
| 5Y | -55.1% | +58.6% | -113.7% | -74.7% |
| 10Y | +31.3% | +219.2% | -187.8% | -67.3% |
| All | +31.3% | +217.6% | -186.3% | -67.3% |
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