+164.5%
VEA vs HLT
+641.9%
-477.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.2% |
| 30D | -1.1% | -2.6% | +1.6% | -0.2% |
| 3M | +5.1% | -9.4% | +14.5% | +8.5% |
| 6M | +9.8% | +2.7% | +7.0% | +8.4% |
| YTD | +15.9% | +6.8% | +9.2% | +12.8% |
| 1Y | +24.6% | +12.4% | +12.2% | +18.7% |
| 3Y | +75.5% | +100.2% | -24.6% | +35.1% |
| 5Y | +59.4% | +143.7% | -84.3% | +12.1% |
| 10Y | +160.3% | +584.9% | -424.5% | +22.8% |
| All | +164.5% | +641.9% | -477.5% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling