+575.2%
HLT vs VMC
+156.6%
+418.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.6% | -3.8% | +2.2% | 0.0% |
| 30D | -5.0% | -9.7% | +4.7% | -0.9% |
| 3M | -10.4% | -9.6% | -0.8% | -7.0% |
| 6M | +3.2% | -4.8% | +8.1% | +4.5% |
| YTD | +6.7% | -10.9% | +17.6% | +10.5% |
| 1Y | +10.3% | -15.6% | +25.9% | +16.7% |
| 3Y | +99.3% | +19.3% | +80.0% | +77.9% |
| 5Y | +143.7% | +48.0% | +95.7% | +95.5% |
| All | +575.2% | +156.6% | +418.6% | +345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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