-92.7%
HDGE vs VT
+336.0%
-428.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.8% |
| 7D | +0.1% | -2.3% | +2.4% | -2.2% |
| 30D | -4.5% | -5.0% | +0.4% | -9.3% |
| 3M | +1.2% | -4.9% | +6.0% | -3.6% |
| 6M | -13.7% | -1.5% | -12.1% | -14.6% |
| YTD | -8.2% | +8.5% | -16.7% | +1.1% |
| 1Y | -12.1% | +11.4% | -23.5% | -0.3% |
| 3Y | -26.8% | +70.1% | -96.9% | +35.7% |
| 5Y | -25.1% | +53.7% | -78.8% | +38.0% |
| 10Y | -82.2% | +220.0% | -302.2% | -19.9% |
| All | -92.7% | +336.0% | -428.7% | -48.5% |
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