+19.5%
HLIT vs VT
+374.2%
-354.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.5% |
| 30D | -1.7% | +1.0% | -2.6% | -2.6% |
| 3M | -19.4% | +2.4% | -21.8% | -20.8% |
| 6M | +15.3% | +12.0% | +3.3% | +2.5% |
| YTD | +19.1% | +15.3% | +3.8% | +2.5% |
| 1Y | +18.7% | +22.6% | -3.8% | -4.4% |
| 3Y | +11.1% | +74.7% | -63.5% | -39.7% |
| 5Y | +28.0% | +66.1% | -38.1% | -26.2% |
| 10Y | +131.0% | +225.0% | -94.0% | -39.1% |
| All | +19.5% | +374.2% | -354.7% | -82.2% |
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