-69.1%
HBIO vs VT
+226.9%
-296.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.5% |
| 7D | +1.9% | -2.0% | +3.9% | +4.3% |
| 30D | +33.0% | -1.4% | +34.4% | +35.0% |
| 3M | +31.5% | +4.7% | +26.7% | +23.7% |
| 6M | +53.8% | +11.4% | +42.4% | +36.2% |
| YTD | +21.6% | +13.1% | +8.6% | +6.0% |
| 1Y | +81.1% | +19.0% | +62.1% | +48.5% |
| 3Y | -80.5% | +73.9% | -154.4% | -88.6% |
| 5Y | -89.4% | +65.4% | -154.8% | -93.5% |
| All | -69.1% | +226.9% | -296.0% | -89.0% |
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