+150.4%
HLIO vs VT
+221.4%
-71.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | +1.4% | +1.0% | +0.4% | 0.0% |
| 30D | -14.4% | -0.2% | -14.1% | -14.0% |
| 3M | -14.5% | +4.5% | -19.0% | -19.3% |
| 6M | +10.2% | +14.1% | -3.8% | -7.6% |
| YTD | +34.1% | +14.8% | +19.4% | +11.7% |
| 1Y | +30.0% | +21.2% | +8.8% | +0.8% |
| 3Y | +26.9% | +76.6% | -49.7% | -39.2% |
| 5Y | -12.8% | +66.6% | -79.4% | -54.4% |
| 10Y | +150.4% | +222.3% | -71.8% | -45.7% |
| All | +150.4% | +221.4% | -71.0% | -45.7% |
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