+990.1%
VZ vs HL
+62.0%
+928.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +7.9% | +25.1% | -17.2% | +7.3% |
| 3M | +13.6% | +22.9% | -9.2% | +12.9% |
| 6M | +1.1% | -4.9% | +6.0% | +1.0% |
| YTD | +29.3% | +7.8% | +21.5% | +28.4% |
| 1Y | +21.2% | +133.9% | -112.6% | +17.8% |
| 3Y | +75.9% | +380.9% | -305.0% | +66.4% |
| 5Y | +24.1% | +230.2% | -206.1% | +17.7% |
| 10Y | +62.4% | +265.6% | -203.2% | +50.0% |
| All | +990.1% | +62.0% | +928.1% | +890.3% |
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