+602.8%
HFBL vs VT
+345.0%
+257.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | +0.6% | -4.2% | +4.8% | +0.9% |
| 30D | -6.9% | -5.8% | -1.1% | -6.5% |
| 3M | -3.4% | -5.2% | +1.8% | -3.1% |
| 6M | +19.2% | +0.1% | +19.1% | +19.2% |
| YTD | +27.7% | +8.2% | +19.5% | +27.0% |
| 1Y | +48.4% | +10.1% | +38.3% | +47.4% |
| 3Y | +104.7% | +69.7% | +35.0% | +98.2% |
| 5Y | +34.8% | +53.4% | -18.6% | +30.9% |
| 10Y | +139.5% | +219.2% | -79.7% | +120.9% |
| All | +602.8% | +345.0% | +257.8% | +586.9% |
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