+161.1%
VEA vs HLT
+590.2%
-429.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.5% | -1.6% | +0.2% | -0.9% |
| 30D | -0.8% | -5.0% | +4.2% | +0.9% |
| 3M | +2.5% | -10.4% | +12.9% | +6.2% |
| 6M | +11.1% | +3.2% | +7.9% | +9.5% |
| YTD | +17.2% | +6.7% | +10.4% | +14.0% |
| 1Y | +24.5% | +10.3% | +14.2% | +19.4% |
| 3Y | +75.4% | +99.3% | -23.9% | +35.1% |
| 5Y | +61.1% | +143.7% | -82.6% | +13.3% |
| All | +161.1% | +590.2% | -429.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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