+191.2%
HFBL vs VT
+222.7%
-31.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +11.5% | +1.0% | +10.6% | +11.5% |
| 3M | +34.2% | +2.4% | +31.8% | +34.0% |
| 6M | +37.0% | +12.0% | +25.0% | +35.8% |
| YTD | +47.5% | +15.3% | +32.2% | +46.0% |
| 1Y | +95.9% | +22.6% | +73.3% | +93.2% |
| 3Y | +98.4% | +74.7% | +23.7% | +91.6% |
| 5Y | +64.6% | +66.1% | -1.6% | +58.5% |
| All | +191.2% | +222.7% | -31.6% | +169.5% |
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 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