+646.9%
HLT vs VT
+272.7%
+374.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | +0.4% | -3.8% | -3.8% |
| 30D | -4.1% | +1.0% | -5.1% | -5.1% |
| 3M | -7.9% | +2.4% | -10.3% | -10.6% |
| 6M | +2.2% | +12.0% | -9.9% | -9.8% |
| YTD | +8.5% | +15.3% | -6.9% | -7.3% |
| 1Y | +12.1% | +22.6% | -10.5% | -10.5% |
| 3Y | +107.6% | +74.7% | +32.9% | +13.4% |
| 5Y | +156.4% | +66.1% | +90.2% | +48.9% |
| 10Y | +566.3% | +225.0% | +341.3% | +95.7% |
| All | +646.9% | +272.7% | +374.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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