+758.4%
IVV vs HL
+1,230.4%
-472.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.2% | +2.0% |
| 7D | +0.1% | +13.8% | -13.7% | -0.9% |
| 30D | -3.3% | -9.7% | +6.4% | -2.7% |
| 3M | -2.4% | -8.5% | +6.1% | -2.1% |
| 6M | +2.6% | -17.2% | +19.8% | +3.3% |
| YTD | +11.3% | -19.6% | +30.9% | +11.5% |
| 1Y | +13.4% | +11.1% | +2.3% | +10.9% |
| 3Y | +80.3% | +299.7% | -219.4% | +57.8% |
| 5Y | +72.7% | +156.5% | -83.8% | +53.1% |
| 10Y | +309.6% | +122.4% | +187.3% | +243.6% |
| All | +758.4% | +1,230.4% | -472.0% | +578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling