+51.0%
HLX vs VT
+221.5%
-170.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +4.2% |
| 7D | +6.0% | -1.0% | +7.0% | +7.8% |
| 30D | +10.6% | +2.9% | +7.7% | +5.4% |
| 3M | +10.9% | +0.8% | +10.1% | +8.7% |
| 6M | +15.3% | +8.4% | +6.9% | -1.6% |
| YTD | +69.1% | +13.6% | +55.4% | +33.3% |
| 1Y | +60.8% | +21.2% | +39.7% | +13.3% |
| 3Y | +1.2% | +72.1% | -70.8% | -61.0% |
| 5Y | +181.2% | +64.5% | +116.7% | +16.1% |
| All | +51.0% | +221.5% | -170.5% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling