-74.6%
HLLY vs VT
+94.8%
-169.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.4% |
| 7D | +18.1% | +2.4% | +15.7% | +15.3% |
| 30D | 0.0% | -1.5% | +1.5% | +3.8% |
| 3M | -17.1% | -4.1% | -12.9% | -11.0% |
| 6M | -7.8% | +0.6% | -8.4% | -6.5% |
| YTD | -40.0% | +11.0% | -51.0% | -45.6% |
| 1Y | -36.4% | +13.3% | -49.8% | -43.7% |
| 3Y | -33.3% | +73.4% | -106.7% | -62.7% |
| 5Y | -81.3% | +57.4% | -138.7% | -89.4% |
| All | -74.6% | +94.8% | -169.4% | -85.4% |
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 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