-49.5%
HCM vs VT
+53.4%
-102.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.5% | +6.4% |
| 7D | +15.3% | -2.3% | +17.6% | +18.6% |
| 30D | +6.2% | -5.0% | +11.1% | +13.4% |
| 3M | +28.1% | -4.9% | +33.0% | +36.8% |
| 6M | +12.9% | -1.5% | +14.4% | +14.1% |
| YTD | +13.7% | +8.5% | +5.2% | -0.6% |
| 1Y | -1.9% | +11.4% | -13.3% | -17.6% |
| 3Y | -23.0% | +70.1% | -93.1% | -67.1% |
| All | -49.5% | +53.4% | -102.9% | -75.1% |
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