+114.8%
HQL vs VT
+76.6%
+38.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | +3.8% | -1.4% | +5.3% | +5.1% |
| 3M | -4.1% | -1.4% | -2.8% | -3.1% |
| 6M | +10.1% | +5.5% | +4.6% | +5.2% |
| YTD | +20.1% | +12.8% | +7.2% | +8.5% |
| 1Y | +24.9% | +15.4% | +9.4% | +10.7% |
| All | +114.8% | +76.6% | +38.3% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling