-16.3%
HRL vs VT
+224.4%
-240.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | +15.5% | -1.7% | +17.2% | +16.0% |
| 3M | -8.3% | -2.3% | -6.0% | -7.7% |
| 6M | +11.9% | +1.5% | +10.4% | +11.0% |
| YTD | -2.2% | +12.0% | -14.3% | -6.2% |
| 1Y | +2.9% | +12.9% | -9.9% | -1.5% |
| 3Y | -23.0% | +74.9% | -98.0% | -37.2% |
| 5Y | -39.4% | +59.9% | -99.3% | -49.2% |
| 10Y | -16.3% | +224.6% | -240.9% | -57.5% |
| All | -16.3% | +224.4% | -240.6% | -57.5% |
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