-8.8%
HCM vs VT
+10.7%
-19.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +4.4% |
| 7D | +4.5% | -4.2% | +8.7% | +7.0% |
| 30D | -2.7% | -5.8% | +3.1% | +0.7% |
| 3M | +22.9% | -5.2% | +28.2% | +26.9% |
| 6M | +6.8% | +0.1% | +6.6% | +6.9% |
| YTD | +6.5% | +8.2% | -1.7% | +1.5% |
| 1Y | -8.8% | +10.1% | -18.9% | -14.3% |
| All | -8.8% | +10.7% | -19.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling