+21.0%
VRT vs HL
-10.4%
+31.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +3.2% |
| 7D | +18.6% | -7.6% | +26.2% | +21.5% |
| 30D | -11.7% | -17.5% | +5.8% | -6.3% |
| 3M | -27.3% | -26.2% | -1.1% | -20.8% |
| 6M | -42.9% | -35.1% | -7.8% | -36.2% |
| YTD | +29.5% | -30.4% | +59.9% | +37.8% |
| 1Y | +21.0% | -14.0% | +35.0% | +22.1% |
| All | +21.0% | -10.4% | +31.5% | +22.1% |
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