+634.9%
HLT vs VEU
+153.8%
+481.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -0.3% |
| 30D | -5.0% | -0.4% | -4.6% | -4.7% |
| 3M | -10.4% | +2.5% | -12.9% | -12.8% |
| 6M | +3.2% | +11.1% | -7.9% | -7.4% |
| YTD | +6.7% | +16.5% | -9.8% | -8.8% |
| 1Y | +10.3% | +22.9% | -12.7% | -10.8% |
| 3Y | +99.3% | +73.4% | +25.9% | +14.3% |
| 5Y | +143.7% | +56.1% | +87.6% | +55.6% |
| 10Y | +584.7% | +153.0% | +431.7% | +182.4% |
| All | +634.9% | +153.8% | +481.1% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling