-100.0%
HCTI vs VT
+72.2%
-172.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -2.7% | +1.0% | -3.8% | -3.9% |
| 30D | -37.0% | -0.2% | -36.7% | -36.6% |
| 3M | -65.1% | +4.5% | -69.7% | -67.2% |
| 6M | -70.8% | +14.1% | -84.9% | -75.2% |
| YTD | -97.9% | +14.8% | -112.7% | -98.3% |
| 1Y | -99.5% | +21.2% | -120.7% | -99.6% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +72.2% | -172.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling