-93.0%
HDGE vs VT
+363.5%
-456.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +1.2% |
| 30D | -3.2% | +1.0% | -4.1% | -2.1% |
| 3M | -15.3% | +2.4% | -17.6% | -13.0% |
| 6M | -18.1% | +12.0% | -30.1% | -7.2% |
| YTD | -12.2% | +15.3% | -27.6% | +2.7% |
| 1Y | -8.8% | +22.6% | -31.4% | +14.2% |
| 3Y | -20.3% | +74.7% | -95.0% | +52.0% |
| 5Y | -29.4% | +66.1% | -95.5% | +40.9% |
| 10Y | -81.7% | +225.0% | -306.7% | -16.2% |
| All | -93.0% | +363.5% | -456.6% | -47.8% |
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