-85.0%
HFFG vs VT
+162.4%
-247.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.8% |
| 7D | +1.4% | -2.3% | +3.7% | +4.0% |
| 30D | -8.1% | -5.0% | -3.2% | -3.0% |
| 3M | +0.7% | -4.9% | +5.6% | +5.9% |
| 6M | -19.7% | -1.5% | -18.1% | -19.8% |
| YTD | -31.6% | +8.5% | -40.1% | -39.3% |
| 1Y | -38.2% | +11.4% | -49.6% | -46.9% |
| 3Y | -62.4% | +70.1% | -132.5% | -79.4% |
| 5Y | -81.5% | +53.7% | -135.2% | -88.6% |
| All | -85.0% | +162.4% | -247.4% | -95.2% |
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