-66.4%
HBR vs VT
+11.6%
-78.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -6.0% |
| 7D | -3.0% | +0.4% | -3.3% | -3.9% |
| 30D | -25.0% | -2.6% | -22.4% | -20.9% |
| 3M | -1.1% | -3.2% | +2.1% | +5.6% |
| 6M | -28.0% | +0.9% | -28.9% | -29.5% |
| YTD | -37.7% | +11.3% | -49.0% | -51.6% |
| 1Y | -62.7% | +14.0% | -76.7% | -73.6% |
| All | -66.4% | +11.6% | -78.0% | -73.9% |
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