+654.4%
VRT vs HL
+109.2%
+545.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.2% |
| 7D | +10.5% | -11.1% | +21.6% | +13.6% |
| 30D | -9.3% | -12.1% | +2.8% | -6.9% |
| 3M | -29.6% | -26.1% | -3.5% | -25.2% |
| 6M | -45.4% | -37.7% | -7.6% | -40.1% |
| YTD | +24.8% | -31.7% | +56.5% | +32.3% |
| 1Y | +23.6% | -11.6% | +35.3% | +23.7% |
| 3Y | +379.7% | +249.6% | +130.0% | +241.4% |
| All | +654.4% | +109.2% | +545.2% | +521.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling