+849.0%
HQL vs VT
+374.2%
+474.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | +6.7% | +1.0% | +5.7% | +5.9% |
| 3M | +22.9% | +2.4% | +20.5% | +20.5% |
| 6M | +34.2% | +12.0% | +22.2% | +22.5% |
| YTD | +35.0% | +15.3% | +19.7% | +20.4% |
| 1Y | +65.4% | +22.6% | +42.9% | +40.6% |
| 3Y | +129.2% | +74.7% | +54.5% | +47.2% |
| 5Y | +63.3% | +66.1% | -2.8% | +8.6% |
| 10Y | +197.9% | +225.0% | -27.1% | +19.4% |
| All | +849.0% | +374.2% | +474.8% | +176.8% |
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 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