+24.9%
FHB vs VT
+221.8%
-196.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -0.7% | +2.4% | -3.1% | -3.0% |
| 30D | +1.8% | -1.5% | +3.3% | +3.2% |
| 3M | -10.1% | -4.1% | -6.0% | -6.6% |
| 6M | -3.2% | +0.6% | -3.8% | -4.5% |
| YTD | +0.9% | +11.0% | -10.1% | -10.1% |
| 1Y | +5.1% | +13.3% | -8.2% | -8.4% |
| 3Y | +55.8% | +73.4% | -17.6% | -11.8% |
| 5Y | +8.1% | +57.4% | -49.4% | -32.5% |
| All | +24.9% | +221.8% | -196.8% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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