-74.1%
HLX vs VT
+367.1%
-441.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +78.1% | -74.1% | -73.1% |
| 7D | +4.0% | +78.1% | -74.1% | -73.1% |
| 30D | +4.0% | +78.1% | -74.1% | -73.1% |
| 3M | +4.0% | +78.1% | -74.1% | -73.1% |
| 6M | +4.0% | +78.1% | -74.1% | -73.1% |
| YTD | +4.0% | +78.1% | -74.1% | -73.1% |
| 1Y | +4.0% | +78.1% | -74.1% | -73.1% |
| 3Y | +1.2% | +72.1% | -70.8% | -72.2% |
| 5Y | +181.2% | +64.5% | +116.7% | -18.7% |
| 10Y | +41.3% | +223.0% | -181.7% | -85.3% |
| All | -74.1% | +367.1% | -441.2% | -98.7% |
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