+138.4%
HLT vs VSXY
+22.6%
+115.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -5.0% | -18.7% | +13.7% | -2.7% |
| 3M | -10.4% | -4.0% | -6.4% | -10.5% |
| 6M | +3.2% | +67.5% | -64.2% | -6.1% |
| YTD | +6.7% | +39.7% | -32.9% | -1.0% |
| 1Y | +10.3% | +180.0% | -169.7% | -8.7% |
| 3Y | +99.3% | +337.3% | -237.9% | +40.7% |
| All | +138.4% | +22.6% | +115.8% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling