-21.5%
HRL vs VT
+215.5%
-237.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +3.1% | -2.3% | +5.5% | +3.9% |
| 30D | +14.0% | -5.0% | +19.0% | +15.7% |
| 3M | -11.2% | -4.9% | -6.3% | -9.9% |
| 6M | +9.0% | -1.5% | +10.5% | +9.1% |
| YTD | -2.2% | +8.5% | -10.7% | -5.3% |
| 1Y | +6.7% | +11.4% | -4.7% | +2.4% |
| 3Y | -23.1% | +70.1% | -93.2% | -36.7% |
| 5Y | -39.2% | +53.7% | -92.9% | -48.5% |
| All | -21.5% | +215.5% | -237.0% | -60.9% |
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