+1,934.0%
VRT vs HL
+340.9%
+1,593.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.3% |
| 7D | +10.5% | -11.1% | +21.6% | +12.9% |
| 30D | -9.3% | -12.1% | +2.8% | -7.5% |
| 3M | -29.6% | -26.1% | -3.5% | -26.1% |
| 6M | -45.4% | -37.7% | -7.6% | -41.2% |
| YTD | +24.8% | -31.7% | +56.5% | +31.0% |
| 1Y | +23.6% | -11.6% | +35.3% | +23.8% |
| 3Y | +379.7% | +249.6% | +130.0% | +268.7% |
| 5Y | +660.3% | +108.5% | +551.8% | +503.8% |
| All | +1,934.0% | +340.9% | +1,593.1% | +1,150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling