-78.5%
HLLY vs VT
+90.3%
-168.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -20.2% | -2.3% | -17.8% | -16.5% |
| 30D | -11.0% | -5.0% | -6.1% | -4.1% |
| 3M | -30.2% | -4.9% | -25.4% | -24.7% |
| 6M | -26.8% | -1.5% | -25.3% | -24.1% |
| YTD | -49.2% | +8.5% | -57.6% | -52.9% |
| 1Y | -23.1% | +11.4% | -34.5% | -30.7% |
| 3Y | -50.1% | +70.1% | -120.2% | -71.5% |
| 5Y | -82.4% | +53.7% | -136.2% | -89.8% |
| All | -78.5% | +90.3% | -168.8% | -87.3% |
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