+140.6%
HDEF vs VT
+214.0%
-73.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +2.0% |
| 7D | +1.6% | -4.2% | +5.8% | +4.6% |
| 30D | +7.5% | -5.8% | +13.3% | +11.8% |
| 3M | +3.5% | -5.2% | +8.8% | +7.2% |
| 6M | +8.8% | +0.1% | +8.6% | +8.1% |
| YTD | +15.8% | +8.2% | +7.6% | +8.8% |
| 1Y | +22.3% | +10.1% | +12.1% | +13.5% |
| 3Y | +73.6% | +69.7% | +4.0% | +17.4% |
| 5Y | +85.4% | +53.4% | +32.1% | +33.7% |
| 10Y | +145.3% | +219.2% | -73.9% | +15.9% |
| All | +140.6% | +214.0% | -73.3% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling