+27.3%
HLIO vs VT
+224.4%
-197.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.4% |
| 7D | -28.2% | -0.7% | -27.5% | -27.3% |
| 30D | -30.1% | -1.7% | -28.4% | -28.2% |
| 3M | -40.6% | -2.3% | -38.3% | -38.5% |
| 6M | -29.1% | +1.5% | -30.6% | -30.2% |
| YTD | -9.6% | +12.0% | -21.6% | -21.9% |
| 1Y | -8.9% | +12.9% | -21.8% | -22.0% |
| 3Y | +19.4% | +74.9% | -55.6% | -41.5% |
| 5Y | -54.7% | +59.9% | -114.7% | -74.8% |
| 10Y | +27.3% | +224.6% | -197.3% | -70.3% |
| All | +27.3% | +224.4% | -197.0% | -70.3% |
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