-52.6%
HCM vs VT
+53.2%
-105.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +7.5% |
| 7D | +4.5% | -4.2% | +8.7% | +10.4% |
| 30D | -2.7% | -5.8% | +3.1% | +5.1% |
| 3M | +22.9% | -5.2% | +28.2% | +31.9% |
| 6M | +6.8% | +0.1% | +6.6% | +5.3% |
| YTD | +6.5% | +8.2% | -1.7% | -6.6% |
| 1Y | -8.8% | +10.1% | -18.9% | -22.2% |
| 3Y | -27.9% | +69.7% | -97.6% | -69.1% |
| 5Y | -52.6% | +53.4% | -106.0% | -77.9% |
| All | -52.6% | +53.2% | -105.8% | -77.9% |
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