+19.8%
HBTA vs VT
+32.1%
-12.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -9.8% | -2.6% | -7.2% | -6.1% |
| 3M | -6.7% | -3.2% | -3.5% | -2.0% |
| 6M | -5.7% | +0.9% | -6.6% | -6.5% |
| YTD | +4.4% | +11.3% | -6.9% | -9.9% |
| 1Y | +6.7% | +14.0% | -7.3% | -11.0% |
| All | +19.8% | +32.1% | -12.3% | -17.2% |
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