+5,173.1%
HCI vs VT
+433.1%
+4,740.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +5.4% | +1.0% | +4.4% | +4.9% |
| 3M | +25.2% | +2.4% | +22.8% | +23.3% |
| 6M | +8.1% | +12.0% | -3.9% | +1.6% |
| YTD | -1.4% | +15.3% | -16.7% | -8.8% |
| 1Y | +8.7% | +22.6% | -13.9% | -2.6% |
| 3Y | +269.7% | +74.7% | +195.0% | +175.6% |
| 5Y | +88.9% | +66.1% | +22.8% | +44.3% |
| 10Y | +668.9% | +225.0% | +443.9% | +336.6% |
| All | +5,173.1% | +433.1% | +4,740.0% | +2,795.7% |
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