+480.2%
V vs HL
+153.5%
+326.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +0.9% |
| 7D | +0.8% | +8.2% | -7.4% | +0.2% |
| 30D | +9.9% | -16.3% | +26.2% | +11.1% |
| 3M | +17.5% | -18.6% | +36.1% | +18.7% |
| 6M | +33.5% | -23.2% | +56.6% | +34.8% |
| YTD | +21.6% | -25.5% | +47.0% | +21.9% |
| 1Y | +27.6% | -4.8% | +32.3% | +25.2% |
| 3Y | +76.4% | +281.4% | -205.0% | +48.9% |
| 5Y | +103.8% | +137.8% | -34.0% | +75.0% |
| All | +480.2% | +153.5% | +326.7% | +347.7% |
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