+916.9%
VZ vs HL
+20.7%
+896.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.7% |
| 7D | +2.2% | +13.8% | -11.6% | +1.9% |
| 30D | +10.6% | -9.7% | +20.3% | +10.8% |
| 3M | -0.6% | -8.5% | +7.9% | -0.6% |
| 6M | +0.7% | -17.2% | +17.9% | +0.9% |
| YTD | +20.6% | -19.6% | +40.3% | +20.4% |
| 1Y | +22.7% | +11.1% | +11.6% | +21.5% |
| 3Y | +57.2% | +299.7% | -242.5% | +49.3% |
| 5Y | +21.4% | +156.5% | -135.1% | +15.8% |
| 10Y | +65.5% | +122.4% | -56.9% | +54.5% |
| All | +916.9% | +20.7% | +896.2% | +829.1% |
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 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