-92.8%
HDGE vs VT
+335.0%
-427.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | -0.8% |
| 7D | +0.1% | -4.2% | +4.3% | -4.0% |
| 30D | -4.1% | -5.8% | +1.7% | -9.7% |
| 3M | +0.8% | -5.2% | +6.0% | -4.3% |
| 6M | -14.9% | +0.1% | -15.1% | -14.3% |
| YTD | -8.7% | +8.2% | -16.9% | +0.3% |
| 1Y | -10.2% | +10.1% | -20.3% | +0.7% |
| 3Y | -26.5% | +69.7% | -96.2% | +35.8% |
| 5Y | -25.5% | +53.4% | -78.9% | +36.9% |
| 10Y | -82.3% | +219.2% | -301.5% | -20.5% |
| All | -92.8% | +335.0% | -427.7% | -48.9% |
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 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