+280.0%
HRL vs VT
+374.2%
-94.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | +0.4% | -0.6% | -0.3% |
| 30D | -14.6% | +1.0% | -15.6% | -15.0% |
| 3M | -6.4% | +2.4% | -8.8% | -7.5% |
| 6M | -9.5% | +12.0% | -21.5% | -13.6% |
| YTD | -5.5% | +15.3% | -20.9% | -10.8% |
| 1Y | -10.2% | +22.6% | -32.8% | -17.2% |
| 3Y | -36.5% | +74.7% | -111.2% | -49.4% |
| 5Y | -40.3% | +66.1% | -106.5% | -52.1% |
| 10Y | -26.6% | +225.0% | -251.6% | -56.4% |
| All | +280.0% | +374.2% | -94.2% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling