-14.6%
HLMN vs VT
+93.5%
-108.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | +20.2% | -2.6% | +22.8% | +23.7% |
| 3M | -9.1% | -3.2% | -5.9% | -5.8% |
| 6M | +6.6% | +0.9% | +5.7% | +5.3% |
| YTD | -3.2% | +11.3% | -14.5% | -14.6% |
| 1Y | -4.3% | +14.0% | -18.3% | -17.8% |
| 3Y | +23.8% | +75.8% | -52.1% | -33.3% |
| 5Y | -24.4% | +57.8% | -82.2% | -56.7% |
| All | -14.6% | +93.5% | -108.1% | -53.7% |
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