+623.3%
HFBL vs VT
+346.0%
+277.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +1.3% | -2.3% | +3.6% | +1.5% |
| 30D | -4.2% | -5.0% | +0.8% | -3.9% |
| 3M | -1.5% | -4.9% | +3.4% | -1.2% |
| 6M | +16.8% | -1.5% | +18.3% | +16.8% |
| YTD | +31.4% | +8.5% | +22.9% | +30.7% |
| 1Y | +52.7% | +11.4% | +41.3% | +51.6% |
| 3Y | +102.5% | +70.1% | +32.4% | +96.0% |
| 5Y | +38.7% | +53.7% | -15.0% | +34.7% |
| 10Y | +146.4% | +220.0% | -73.5% | +127.3% |
| All | +623.3% | +346.0% | +277.2% | +606.8% |
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