+2,486.9%
VRT vs HL
+565.8%
+1,921.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | -8.4% | -4.4% | -4.0% | -7.6% |
| 30D | -10.9% | +9.3% | -20.2% | -12.7% |
| 3M | -13.7% | +32.0% | -45.7% | -18.5% |
| 6M | -4.1% | -6.4% | +2.3% | -4.0% |
| YTD | +58.7% | +3.1% | +55.6% | +54.9% |
| 1Y | +89.6% | +77.6% | +12.1% | +67.5% |
| 3Y | +558.1% | +392.8% | +165.3% | +373.4% |
| 5Y | +953.0% | +234.1% | +718.8% | +669.3% |
| All | +2,486.9% | +565.8% | +1,921.1% | +1,379.3% |
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