+573.1%
VRT vs HL
+418.2%
+154.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.9% | -11.5% | -10.0% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -2.7% | +18.8% | -21.5% | -6.8% |
| 3M | -9.2% | +43.7% | -52.9% | -17.0% |
| 6M | -0.5% | -1.0% | +0.5% | -2.2% |
| YTD | +62.3% | +8.7% | +53.6% | +55.5% |
| 1Y | +109.6% | +105.0% | +4.6% | +77.6% |
| All | +573.1% | +418.2% | +154.9% | +420.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling