+634.9%
HLT vs VSH
+243.1%
+391.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -1.9% |
| 7D | -1.6% | +4.8% | -6.4% | -3.1% |
| 30D | -5.0% | -0.7% | -4.3% | -5.2% |
| 3M | -10.4% | -43.1% | +32.7% | +3.3% |
| 6M | +3.2% | +91.8% | -88.5% | -25.0% |
| YTD | +6.7% | +131.6% | -124.9% | -28.4% |
| 1Y | +10.3% | +118.1% | -107.8% | -25.6% |
| 3Y | +99.3% | +40.9% | +58.4% | +50.0% |
| 5Y | +143.7% | +75.8% | +67.9% | +61.5% |
| 10Y | +584.7% | +193.8% | +390.9% | +234.3% |
| All | +634.9% | +243.1% | +391.8% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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