+68.4%
HACK vs VT
+53.2%
+15.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -2.3% |
| 7D | -14.0% | -4.2% | -9.9% | -9.7% |
| 30D | -12.7% | -5.8% | -6.9% | -6.5% |
| 3M | -2.8% | -5.2% | +2.4% | +3.3% |
| 6M | +33.0% | +0.1% | +32.9% | +32.9% |
| YTD | +38.6% | +8.2% | +30.4% | +26.3% |
| 1Y | +30.8% | +10.1% | +20.7% | +16.9% |
| 3Y | +113.3% | +69.7% | +43.7% | +17.9% |
| 5Y | +68.4% | +53.4% | +15.0% | +4.9% |
| All | +68.4% | +53.2% | +15.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling