+634.9%
HLT vs VWO
+114.0%
+520.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -0.4% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | -10.4% | +2.2% | -12.6% | -12.1% |
| 6M | +3.2% | +8.8% | -5.5% | -3.3% |
| YTD | +6.7% | +12.4% | -5.6% | -2.6% |
| 1Y | +10.3% | +15.6% | -5.3% | -1.7% |
| 3Y | +99.3% | +62.5% | +36.8% | +37.1% |
| 5Y | +143.7% | +34.3% | +109.4% | +92.3% |
| 10Y | +584.7% | +114.8% | +470.0% | +283.7% |
| All | +634.9% | +114.0% | +520.9% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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