-81.2%
HFFG vs VT
+57.0%
-138.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.4% |
| 7D | +5.4% | +2.4% | +3.1% | +2.6% |
| 30D | -1.3% | -1.5% | +0.2% | +0.3% |
| 3M | -14.4% | -4.1% | -10.2% | -10.5% |
| 6M | -22.9% | +0.6% | -23.4% | -24.9% |
| YTD | -27.9% | +11.0% | -38.9% | -38.9% |
| 1Y | -30.8% | +13.3% | -44.2% | -43.1% |
| 3Y | -67.6% | +73.4% | -141.0% | -84.0% |
| All | -81.2% | +57.0% | -138.2% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling