+159.2%
HFBL vs VT
+224.4%
-65.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +7.4% | -0.7% | +8.1% | +7.4% |
| 30D | 0.0% | -1.7% | +1.7% | +0.1% |
| 3M | +2.8% | -2.3% | +5.1% | +2.9% |
| 6M | +23.2% | +1.5% | +21.6% | +23.0% |
| YTD | +37.1% | +12.0% | +25.1% | +36.0% |
| 1Y | +55.6% | +12.9% | +42.7% | +54.2% |
| 3Y | +104.0% | +74.9% | +29.1% | +96.8% |
| 5Y | +46.7% | +59.9% | -13.3% | +41.5% |
| 10Y | +159.2% | +224.6% | -65.4% | +146.9% |
| All | +159.2% | +224.4% | -65.2% | +146.9% |
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 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