+17.7%
HLP vs VT
+84.2%
-66.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -6.9% |
| 7D | +13.2% | +2.4% | +10.8% | +12.6% |
| 30D | +38.3% | -1.5% | +39.8% | +38.4% |
| 3M | +216.9% | -4.1% | +221.0% | +220.7% |
| 6M | +255.2% | +0.6% | +254.6% | +248.7% |
| YTD | +296.2% | +11.0% | +285.1% | +266.2% |
| 1Y | +149.7% | +13.3% | +136.3% | +128.2% |
| 3Y | +19.4% | +73.4% | -54.0% | -15.7% |
| All | +17.7% | +84.2% | -66.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling