+141.2%
HDEF vs VT
+221.8%
-80.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +1.7% | +2.4% | -0.6% | 0.0% |
| 30D | +4.8% | -1.5% | +6.3% | +5.8% |
| 3M | +3.1% | -4.1% | +7.2% | +6.1% |
| 6M | +8.3% | +0.6% | +7.8% | +7.3% |
| YTD | +15.5% | +11.0% | +4.5% | +6.0% |
| 1Y | +18.3% | +13.3% | +5.0% | +6.9% |
| 3Y | +74.2% | +73.4% | +0.8% | +12.4% |
| 5Y | +85.7% | +57.4% | +28.3% | +28.2% |
| All | +141.2% | +221.8% | -80.5% | +7.0% |
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