+200.9%
HQL vs VT
+231.8%
-30.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | +3.8% | -1.4% | +5.3% | +5.2% |
| 3M | -4.1% | -1.4% | -2.8% | -3.0% |
| 6M | +10.1% | +5.5% | +4.6% | +4.8% |
| YTD | +20.1% | +12.8% | +7.2% | +7.5% |
| 1Y | +24.9% | +15.4% | +9.4% | +9.5% |
| 3Y | +115.9% | +76.9% | +39.0% | +28.5% |
| 5Y | +51.4% | +60.4% | -9.0% | -1.9% |
| 10Y | +200.9% | +232.8% | -31.9% | -0.8% |
| All | +200.9% | +231.8% | -30.9% | -0.8% |
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