-3.5%
HLIT vs VT
+346.0%
-349.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.9% |
| 7D | -7.0% | -2.3% | -4.7% | -4.3% |
| 30D | -15.6% | -5.0% | -10.7% | -10.1% |
| 3M | -18.6% | -4.9% | -13.7% | -13.1% |
| 6M | -21.9% | -1.5% | -20.4% | -19.1% |
| YTD | -3.8% | +8.5% | -12.3% | -10.6% |
| 1Y | -6.6% | +11.4% | -18.0% | -15.6% |
| 3Y | -13.8% | +70.1% | -83.9% | -51.4% |
| 5Y | -11.5% | +53.7% | -65.2% | -43.9% |
| 10Y | +100.2% | +220.0% | -119.7% | -46.2% |
| All | -3.5% | +346.0% | -349.6% | -84.5% |
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