-96.3%
HCAT vs VT
+129.2%
-225.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.0% |
| 7D | -13.6% | -2.3% | -11.3% | -10.7% |
| 30D | -17.0% | -5.0% | -12.1% | -10.9% |
| 3M | -36.8% | -4.9% | -31.9% | -32.6% |
| 6M | -7.0% | -1.5% | -5.5% | -5.9% |
| YTD | -38.9% | +8.5% | -47.4% | -46.1% |
| 1Y | -50.7% | +11.4% | -62.0% | -57.9% |
| 3Y | -79.8% | +70.1% | -149.9% | -89.8% |
| 5Y | -97.2% | +53.7% | -150.9% | -98.4% |
| All | -96.3% | +129.2% | -225.4% | -98.6% |
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