+942.2%
VTI vs HL
+1,443.2%
-501.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | -2.0% | -5.6% | +3.6% | -1.5% |
| 30D | -1.9% | +12.7% | -14.7% | -3.2% |
| 3M | +4.5% | +42.5% | -38.0% | +0.9% |
| 6M | +12.6% | -9.0% | +21.6% | +12.6% |
| YTD | +12.0% | +4.4% | +7.6% | +9.9% |
| 1Y | +17.3% | +82.7% | -65.3% | +8.8% |
| 3Y | +75.3% | +406.3% | -330.9% | +44.8% |
| 5Y | +74.0% | +238.2% | -164.2% | +45.6% |
| 10Y | +300.0% | +268.9% | +31.1% | +205.8% |
| All | +942.2% | +1,443.2% | -501.0% | +658.4% |
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