+575.2%
HLT vs VIG
+250.0%
+325.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.8% |
| 7D | -1.6% | -1.1% | -0.5% | -0.5% |
| 30D | -5.0% | -2.7% | -2.3% | -2.2% |
| 3M | -10.4% | +2.5% | -12.9% | -12.8% |
| 6M | +3.2% | +9.2% | -6.0% | -5.9% |
| YTD | +6.7% | +9.8% | -3.1% | -3.3% |
| 1Y | +10.3% | +12.4% | -2.1% | -2.5% |
| 3Y | +99.3% | +55.9% | +43.4% | +26.1% |
| 5Y | +143.7% | +63.9% | +79.7% | +47.8% |
| All | +575.2% | +250.0% | +325.2% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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