+636.8%
HLT vs VO
+271.9%
+364.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.7% |
| 7D | -1.5% | -0.6% | -0.9% | -0.9% |
| 30D | -1.2% | -1.9% | +0.7% | +0.7% |
| 3M | -10.3% | +3.3% | -13.6% | -13.4% |
| 6M | +1.3% | +9.7% | -8.4% | -7.9% |
| YTD | +7.0% | +12.6% | -5.6% | -5.3% |
| 1Y | +11.9% | +13.6% | -1.8% | -2.1% |
| 3Y | +100.7% | +56.8% | +43.9% | +27.0% |
| 5Y | +147.5% | +42.3% | +105.3% | +73.3% |
| 10Y | +586.5% | +199.2% | +387.4% | +127.7% |
| All | +636.8% | +271.9% | +364.9% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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