-16.5%
HRL vs VT
+221.8%
-238.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +0.6% | +2.4% | -1.7% | -0.1% |
| 30D | +11.5% | -1.5% | +13.0% | +12.0% |
| 3M | -8.2% | -4.1% | -4.1% | -7.2% |
| 6M | +14.0% | +0.6% | +13.5% | +13.4% |
| YTD | -1.6% | +11.0% | -12.7% | -5.3% |
| 1Y | +2.9% | +13.3% | -10.4% | -1.7% |
| 3Y | -22.4% | +73.4% | -95.8% | -36.4% |
| 5Y | -39.1% | +57.4% | -96.5% | -48.7% |
| All | -16.5% | +221.8% | -238.2% | -57.7% |
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 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