+67.0%
HLIO vs VT
+215.5%
-148.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.1% | +0.2% | -21.3% | -21.4% |
| 7D | -28.3% | -2.3% | -26.0% | -25.8% |
| 30D | -31.4% | -5.0% | -26.4% | -26.3% |
| 3M | -42.3% | -4.9% | -37.4% | -38.0% |
| 6M | -31.8% | -1.5% | -30.3% | -30.0% |
| YTD | -10.7% | +8.5% | -19.2% | -19.5% |
| 1Y | -14.8% | +11.4% | -26.2% | -25.8% |
| 3Y | +10.3% | +70.1% | -59.8% | -43.9% |
| 5Y | -47.3% | +53.7% | -101.1% | -69.1% |
| All | +67.0% | +215.5% | -148.6% | -57.7% |
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