+297.8%
VTI vs HL
+273.7%
+24.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.9% | -4.4% | +3.5% | -0.5% |
| 30D | -1.4% | +9.3% | -10.7% | -2.5% |
| 3M | +3.6% | +32.0% | -28.4% | +0.4% |
| 6M | +13.6% | -6.4% | +20.0% | +13.3% |
| YTD | +12.9% | +3.1% | +9.8% | +10.6% |
| 1Y | +17.2% | +77.6% | -60.3% | +8.1% |
| 3Y | +75.7% | +392.8% | -317.1% | +42.1% |
| 5Y | +75.4% | +234.1% | -158.7% | +43.6% |
| All | +297.8% | +273.7% | +24.1% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling