+96.9%
HFBL vs VT
+74.1%
+22.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -6.8% | -2.6% | -4.2% | -6.6% |
| 3M | -4.2% | -3.2% | -0.9% | -3.9% |
| 6M | +13.1% | +0.9% | +12.2% | +13.0% |
| YTD | +27.8% | +11.3% | +16.5% | +26.5% |
| 1Y | +44.1% | +14.0% | +30.1% | +42.5% |
| 3Y | +96.9% | +75.8% | +21.1% | +133.2% |
| All | +96.9% | +74.1% | +22.8% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling