+556.9%
HLNE vs VT
+199.8%
+357.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -1.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -1.5% | -0.7% | -0.8% | -0.6% |
| 3M | +24.5% | +4.0% | +20.5% | +18.9% |
| 6M | -5.1% | +12.3% | -17.4% | -18.0% |
| YTD | -25.4% | +14.0% | -39.5% | -36.8% |
| 1Y | -31.8% | +20.3% | -52.1% | -46.1% |
| 3Y | +14.3% | +75.4% | -61.1% | -41.8% |
| 5Y | +27.2% | +66.0% | -38.7% | -29.6% |
| All | +556.9% | +199.8% | +357.1% | +105.0% |
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