+35.3%
HLN vs VT
+96.0%
-60.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -6.9% | -0.1% | -6.7% | -6.8% |
| 30D | -6.4% | -0.7% | -5.8% | -6.2% |
| 3M | +1.9% | +4.0% | -2.1% | +0.4% |
| 6M | -8.2% | +12.3% | -20.5% | -12.3% |
| YTD | -6.9% | +14.0% | -20.9% | -11.7% |
| 1Y | -3.4% | +20.3% | -23.7% | -10.5% |
| 3Y | +22.5% | +75.4% | -52.9% | -5.1% |
| All | +35.3% | +96.0% | -60.7% | -0.2% |
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