+156.6%
HBAN vs VT
+221.4%
-64.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | +2.1% | +1.0% | +1.1% | +0.9% |
| 30D | -4.5% | -0.2% | -4.3% | -4.2% |
| 3M | +2.6% | +4.5% | -2.0% | -3.1% |
| 6M | +4.7% | +14.1% | -9.3% | -11.4% |
| YTD | -1.5% | +14.8% | -16.3% | -17.5% |
| 1Y | -1.9% | +21.2% | -23.1% | -23.3% |
| 3Y | +75.2% | +76.6% | -1.4% | -13.3% |
| 5Y | +37.2% | +66.6% | -29.4% | -26.5% |
| 10Y | +156.6% | +222.3% | -65.7% | -34.9% |
| All | +156.6% | +221.4% | -64.9% | -34.9% |
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 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