+57.8%
FHB vs VT
+231.4%
-173.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | -5.2% | +1.0% | -6.2% | -6.2% |
| 3M | -3.4% | +2.4% | -5.8% | -6.0% |
| 6M | +5.7% | +12.0% | -6.3% | -6.3% |
| YTD | +6.1% | +15.3% | -9.2% | -8.7% |
| 1Y | +3.9% | +22.6% | -18.7% | -16.0% |
| 3Y | +53.6% | +74.7% | -21.0% | -12.9% |
| 5Y | +18.4% | +66.1% | -47.7% | -29.3% |
| 10Y | +44.2% | +225.0% | -180.8% | -52.1% |
| All | +57.8% | +231.4% | -173.6% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling