+547.3%
HLNE vs VT
+194.6%
+352.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +2.9% |
| 30D | +11.4% | -1.7% | +13.1% | +14.0% |
| 3M | -7.1% | -2.3% | -4.7% | -4.1% |
| 6M | +10.9% | +1.5% | +9.3% | +9.2% |
| YTD | -26.5% | +12.0% | -38.6% | -36.3% |
| 1Y | -25.1% | +12.9% | -38.0% | -35.6% |
| 3Y | +13.0% | +74.9% | -61.9% | -42.2% |
| 5Y | -2.2% | +59.9% | -62.1% | -43.5% |
| All | +547.3% | +194.6% | +352.8% | +106.7% |
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