+398.3%
HACK vs VT
+234.9%
+163.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.9% |
| 7D | -8.9% | -0.3% | -8.6% | -8.6% |
| 30D | -4.3% | -1.4% | -2.8% | -2.7% |
| 3M | +4.9% | -1.4% | +6.3% | +6.5% |
| 6M | +45.8% | +5.5% | +40.3% | +37.8% |
| YTD | +48.8% | +12.8% | +36.0% | +30.7% |
| 1Y | +40.6% | +15.4% | +25.2% | +20.6% |
| 3Y | +129.1% | +76.9% | +52.2% | +27.2% |
| 5Y | +80.8% | +60.4% | +20.4% | +11.4% |
| 10Y | +379.9% | +232.8% | +147.2% | +37.5% |
| All | +398.3% | +234.9% | +163.4% | +43.6% |
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