+916.4%
VRT vs HLT
+145.1%
+771.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | -7.7% | -2.6% | -5.1% | -5.7% |
| 30D | -12.0% | -2.6% | -9.3% | -10.3% |
| 3M | -11.7% | -9.4% | -2.3% | -4.5% |
| 6M | -8.1% | +2.7% | -10.8% | -11.9% |
| YTD | +53.2% | +6.8% | +46.5% | +41.4% |
| 1Y | +81.7% | +12.4% | +69.3% | +57.0% |
| 3Y | +535.3% | +100.2% | +435.1% | +222.7% |
| 5Y | +916.4% | +143.7% | +772.6% | +369.7% |
| All | +916.4% | +145.1% | +771.3% | +369.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling