-25.8%
HLMN vs VT
+98.2%
-124.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -2.8% |
| 7D | -4.0% | -0.1% | -3.8% | -3.8% |
| 30D | -19.8% | -0.7% | -19.2% | -19.1% |
| 3M | -2.2% | +4.0% | -6.1% | -6.2% |
| 6M | -10.9% | +12.3% | -23.2% | -21.9% |
| YTD | -15.9% | +14.0% | -30.0% | -27.6% |
| 1Y | -24.5% | +20.3% | -44.8% | -38.9% |
| 3Y | -15.6% | +75.4% | -91.1% | -54.4% |
| 5Y | -39.4% | +66.0% | -105.4% | -66.7% |
| All | -25.8% | +98.2% | -124.0% | -60.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling