-78.1%
HLLY vs VT
+89.9%
-168.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.2% | -4.1% | -22.1% | -21.3% |
| 7D | -19.5% | -4.2% | -15.4% | -14.1% |
| 30D | -7.8% | -5.8% | -2.0% | +0.5% |
| 3M | -29.6% | -5.2% | -24.4% | -23.7% |
| 6M | -35.2% | +0.1% | -35.3% | -34.2% |
| YTD | -48.2% | +8.2% | -56.4% | -51.8% |
| 1Y | -24.6% | +10.1% | -34.8% | -31.3% |
| 3Y | -49.9% | +69.7% | -119.5% | -71.3% |
| 5Y | -82.1% | +53.4% | -135.5% | -89.6% |
| All | -78.1% | +89.9% | -168.0% | -87.1% |
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