+322.1%
IVV vs HL
+254.2%
+67.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -0.4% | +0.4% | -0.7% | -0.4% |
| 30D | -1.4% | +18.8% | -20.2% | -3.1% |
| 3M | +3.7% | +43.7% | -40.0% | -0.2% |
| 6M | +13.0% | -1.0% | +14.1% | +12.1% |
| YTD | +12.4% | +8.7% | +3.7% | +9.7% |
| 1Y | +18.6% | +105.0% | -86.4% | +8.2% |
| 3Y | +78.1% | +427.3% | -349.2% | +44.2% |
| 5Y | +82.3% | +249.3% | -167.0% | +49.6% |
| 10Y | +322.1% | +284.2% | +37.9% | +205.0% |
| All | +322.1% | +254.2% | +67.9% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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