+210.5%
HBT vs VT
+137.4%
+73.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +8.1% | -3.1% | +11.2% | +10.9% |
| 3M | +5.9% | -3.5% | +9.4% | +9.0% |
| 6M | +35.1% | +0.5% | +34.6% | +33.4% |
| YTD | +49.6% | +10.8% | +38.8% | +34.4% |
| 1Y | +61.9% | +11.9% | +50.0% | +44.1% |
| 3Y | +125.9% | +73.0% | +52.9% | +33.7% |
| 5Y | +137.7% | +58.6% | +79.0% | +52.8% |
| All | +210.5% | +137.4% | +73.1% | +14.8% |
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