+210.0%
HBT vs VT
+138.5%
+71.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +7.9% | -2.6% | +10.5% | +10.3% |
| 3M | +4.5% | -3.2% | +7.7% | +7.4% |
| 6M | +34.9% | +0.9% | +33.9% | +32.7% |
| YTD | +49.4% | +11.3% | +38.0% | +33.6% |
| 1Y | +60.8% | +14.0% | +46.8% | +40.6% |
| 3Y | +127.0% | +75.8% | +51.2% | +32.4% |
| 5Y | +131.4% | +57.8% | +73.5% | +49.7% |
| All | +210.0% | +138.5% | +71.5% | +14.1% |
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