+29.7%
HAUZ vs VT
+215.5%
-185.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +1.8% | -2.3% | +4.1% | +3.4% |
| 30D | +4.9% | -5.0% | +9.8% | +8.7% |
| 3M | -5.0% | -4.9% | -0.1% | -1.6% |
| 6M | -9.5% | -1.5% | -8.0% | -8.8% |
| YTD | -5.0% | +8.5% | -13.5% | -10.8% |
| 1Y | -2.5% | +11.4% | -13.8% | -10.2% |
| 3Y | +24.7% | +70.1% | -45.4% | -16.8% |
| 5Y | -10.4% | +53.7% | -64.1% | -36.0% |
| All | +29.7% | +215.5% | -185.8% | -40.5% |
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