+64.4%
VZ vs HL
+254.2%
-189.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -1.0% | +0.4% | -1.3% | -1.0% |
| 30D | +5.8% | +18.8% | -13.1% | +5.2% |
| 3M | +10.5% | +43.7% | -33.2% | +9.1% |
| 6M | +1.8% | -1.0% | +2.8% | +1.5% |
| YTD | +28.3% | +8.7% | +19.5% | +26.8% |
| 1Y | +22.0% | +105.0% | -83.0% | +17.1% |
| 3Y | +81.8% | +427.3% | -345.4% | +64.7% |
| 5Y | +25.3% | +249.3% | -224.0% | +14.3% |
| 10Y | +64.4% | +284.2% | -219.8% | +42.1% |
| All | +64.4% | +254.2% | -189.8% | +42.1% |
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