+107.3%
HLIT vs VT
+222.7%
-115.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.1% |
| 7D | +12.5% | +2.9% | +9.6% | +9.0% |
| 30D | -0.6% | -2.5% | +1.9% | +2.9% |
| 3M | -12.7% | -3.3% | -9.4% | -8.6% |
| 6M | -19.2% | +1.5% | -20.7% | -19.0% |
| YTD | +5.9% | +11.4% | -5.5% | -3.7% |
| 1Y | +2.0% | +11.9% | -9.9% | -7.5% |
| 3Y | -2.3% | +73.9% | -76.2% | -43.6% |
| 5Y | -2.8% | +57.9% | -60.7% | -37.6% |
| All | +107.3% | +222.7% | -115.4% | -36.8% |
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