+2,486.9%
VRT vs HLT
+303.6%
+2,183.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -1.6% | -6.8% | -7.5% |
| 30D | -10.9% | -5.0% | -5.8% | -8.0% |
| 3M | -13.7% | -10.4% | -3.3% | -7.8% |
| 6M | -4.1% | +3.2% | -7.4% | -7.0% |
| YTD | +58.7% | +6.7% | +52.0% | +50.4% |
| 1Y | +89.6% | +10.3% | +79.4% | +74.0% |
| 3Y | +558.1% | +99.3% | +458.8% | +319.8% |
| 5Y | +953.0% | +143.7% | +809.3% | +509.8% |
| All | +2,486.9% | +303.6% | +2,183.3% | +1,023.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling