+916.4%
VRT vs HL
+232.7%
+683.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -4.7% |
| 7D | -7.7% | -5.6% | -2.1% | -6.5% |
| 30D | -12.0% | +12.7% | -24.7% | -14.8% |
| 3M | -11.7% | +42.5% | -54.2% | -19.2% |
| 6M | -8.1% | -9.0% | +0.9% | -7.7% |
| YTD | +53.2% | +4.4% | +48.8% | +47.9% |
| 1Y | +81.7% | +82.7% | -1.0% | +54.5% |
| 3Y | +535.3% | +406.3% | +129.0% | +317.8% |
| 5Y | +916.4% | +238.2% | +678.2% | +538.0% |
| All | +916.4% | +232.7% | +683.7% | +538.0% |
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