+123.4%
VRT vs HL
+134.7%
-11.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.1% |
| 7D | +9.1% | +1.5% | +7.6% | +8.5% |
| 30D | +0.9% | +25.1% | -24.1% | -6.1% |
| 3M | -13.4% | +22.9% | -36.3% | -19.5% |
| 6M | +11.7% | -4.9% | +16.6% | +9.7% |
| YTD | +73.2% | +7.8% | +65.4% | +63.9% |
| 1Y | +123.4% | +133.9% | -10.5% | +78.9% |
| All | +123.4% | +134.7% | -11.3% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling