+35.8%
HFGO vs VT
+58.3%
-22.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -13.6% | -2.6% | -11.0% | -10.2% |
| 3M | -11.2% | -3.2% | -8.0% | -6.8% |
| 6M | -8.4% | +0.9% | -9.3% | -9.0% |
| YTD | -2.4% | +11.3% | -13.7% | -15.4% |
| 1Y | -2.5% | +14.0% | -16.5% | -18.2% |
| 3Y | +76.4% | +75.8% | +0.6% | -18.7% |
| All | +35.8% | +58.3% | -22.5% | -23.6% |
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 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