-38.6%
HCKT vs VT
+66.2%
-104.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.1% | +0.4% | -1.6% | -1.4% |
| 30D | -2.6% | +1.0% | -3.6% | -3.2% |
| 3M | +2.4% | +2.4% | +0.1% | +0.5% |
| 6M | -18.8% | +12.0% | -30.8% | -25.9% |
| YTD | -41.7% | +15.3% | -57.0% | -48.0% |
| 1Y | -44.2% | +22.6% | -66.8% | -52.5% |
| 3Y | -50.0% | +74.7% | -124.7% | -67.2% |
| All | -38.6% | +66.2% | -104.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling