+44.0%
HLIO vs VT
+223.7%
-179.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +0.8% |
| 7D | -26.7% | +0.4% | -27.0% | -26.9% |
| 30D | -28.7% | -2.6% | -26.1% | -25.9% |
| 3M | -40.6% | -3.2% | -37.3% | -37.6% |
| 6M | -27.2% | +0.9% | -28.2% | -27.7% |
| YTD | -6.9% | +11.3% | -18.2% | -18.9% |
| 1Y | -8.3% | +14.0% | -22.3% | -22.5% |
| 3Y | +20.0% | +75.8% | -55.8% | -41.5% |
| 5Y | -52.6% | +57.8% | -110.5% | -73.2% |
| 10Y | +44.0% | +219.8% | -175.8% | -62.8% |
| All | +44.0% | +223.7% | -179.7% | -62.8% |
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 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