+148.5%
HLT vs VSXY
+37.5%
+111.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -10.4% | -4.0% | -6.4% | -10.5% |
| 6M | +3.2% | +67.5% | -64.2% | -5.3% |
| YTD | +6.7% | +39.7% | -32.9% | -0.3% |
| 1Y | +10.3% | +180.0% | -169.7% | -7.1% |
| 3Y | +99.3% | +337.3% | -237.9% | +47.0% |
| 5Y | +143.7% | +22.7% | +121.0% | +109.3% |
| All | +148.5% | +37.5% | +111.0% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling