+34.0%
HRB vs VLTO
+56.3%
-22.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.0% | +1.6% | -5.7% | -4.7% |
| 30D | +15.8% | +22.0% | -6.2% | +6.6% |
| 3M | +12.0% | +21.9% | -9.9% | +3.1% |
| 6M | +40.7% | +36.5% | +4.2% | +24.3% |
| YTD | +21.0% | +19.0% | +2.0% | +11.6% |
| 1Y | +11.7% | +21.0% | -9.3% | +2.5% |
| 3Y | +25.0% | +69.9% | -44.9% | +9.3% |
| All | +34.0% | +56.3% | -22.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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