-85.2%
HFFG vs VT
+168.0%
-253.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.2% |
| 7D | -1.4% | -0.1% | -1.2% | -1.3% |
| 30D | -8.2% | -3.1% | -5.2% | -5.2% |
| 3M | -7.1% | -3.5% | -3.6% | -3.9% |
| 6M | -23.3% | +0.5% | -23.7% | -25.1% |
| YTD | -32.6% | +10.8% | -43.3% | -41.5% |
| 1Y | -38.0% | +11.9% | -49.9% | -46.9% |
| 3Y | -66.7% | +73.0% | -139.7% | -82.1% |
| 5Y | -81.3% | +58.6% | -139.9% | -88.9% |
| All | -85.2% | +168.0% | -253.2% | -95.4% |
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