-96.3%
HCAT vs VT
+134.3%
-230.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | 0.0% | -8.9% | -8.9% |
| 7D | -8.3% | -1.6% | -6.7% | -6.1% |
| 30D | -17.7% | -2.5% | -15.2% | -14.8% |
| 3M | -34.8% | -1.3% | -33.5% | -34.0% |
| 6M | -0.7% | +3.1% | -3.8% | -6.0% |
| YTD | -39.7% | +10.9% | -50.7% | -48.5% |
| 1Y | -54.1% | +12.1% | -66.2% | -61.2% |
| 3Y | -81.1% | +73.9% | -155.0% | -90.7% |
| 5Y | -97.3% | +58.0% | -155.3% | -98.5% |
| All | -96.3% | +134.3% | -230.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling