+45.2%
HQL vs VT
+53.2%
-8.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -2.1% |
| 7D | -7.4% | -4.2% | -3.2% | -4.0% |
| 30D | -1.1% | -5.8% | +4.7% | +3.9% |
| 3M | -10.3% | -5.2% | -5.0% | -6.2% |
| 6M | +3.0% | +0.1% | +2.9% | +2.8% |
| YTD | +13.5% | +8.2% | +5.3% | +6.1% |
| 1Y | +20.5% | +10.1% | +10.3% | +11.0% |
| 3Y | +104.1% | +69.7% | +34.4% | +30.9% |
| 5Y | +45.2% | +53.4% | -8.2% | -2.7% |
| All | +45.2% | +53.2% | -8.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling