-19.9%
HRL vs VT
+223.7%
-243.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +17.8% | -2.6% | +20.4% | +18.7% |
| 3M | -9.7% | -3.2% | -6.4% | -8.9% |
| 6M | +11.9% | +0.9% | +11.0% | +11.2% |
| YTD | -0.9% | +11.3% | -12.2% | -4.7% |
| 1Y | +6.7% | +14.0% | -7.3% | +1.7% |
| 3Y | -22.0% | +75.8% | -97.8% | -36.4% |
| 5Y | -38.4% | +57.8% | -96.2% | -48.2% |
| 10Y | -19.9% | +219.8% | -239.7% | -60.0% |
| All | -19.9% | +223.7% | -243.6% | -60.0% |
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