-63.9%
HBIO vs VT
+221.8%
-285.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.2% |
| 7D | +12.3% | +2.4% | +10.0% | +9.5% |
| 30D | +15.2% | -1.5% | +16.7% | +17.3% |
| 3M | +40.8% | -4.1% | +44.9% | +47.5% |
| 6M | +68.6% | +0.6% | +68.0% | +66.5% |
| YTD | +40.1% | +11.0% | +29.1% | +24.6% |
| 1Y | +61.9% | +13.3% | +48.5% | +40.8% |
| 3Y | -77.0% | +73.4% | -150.4% | -86.5% |
| 5Y | -88.3% | +57.4% | -145.8% | -92.5% |
| All | -63.9% | +221.8% | -285.6% | -85.9% |
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