+172.6%
HLIO vs VT
+357.8%
-185.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | -20.6% | +2.9% | -23.5% | -23.7% |
| 30D | -31.3% | -2.5% | -28.8% | -28.7% |
| 3M | -40.9% | -3.3% | -37.6% | -37.9% |
| 6M | -38.3% | +1.5% | -39.9% | -39.2% |
| YTD | -10.3% | +11.4% | -21.6% | -21.9% |
| 1Y | -9.6% | +11.9% | -21.5% | -21.7% |
| 3Y | +18.5% | +73.9% | -55.4% | -42.0% |
| 5Y | -54.0% | +57.9% | -111.9% | -74.3% |
| 10Y | +26.4% | +222.6% | -196.3% | -72.3% |
| All | +172.6% | +357.8% | -185.2% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling