-81.9%
HFFG vs VT
+179.0%
-260.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.2% |
| 30D | +21.2% | +1.0% | +20.3% | +19.8% |
| 3M | -3.8% | +2.4% | -6.2% | -7.2% |
| 6M | -16.1% | +12.0% | -28.1% | -27.8% |
| YTD | -17.7% | +15.3% | -33.0% | -31.4% |
| 1Y | -44.3% | +22.6% | -66.9% | -56.9% |
| 3Y | -62.8% | +74.7% | -137.5% | -80.1% |
| 5Y | -69.9% | +66.1% | -136.0% | -82.9% |
| All | -81.9% | +179.0% | -260.9% | -94.6% |
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