+31.7%
HFGO vs VT
+54.3%
-22.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.0% |
| 7D | -5.6% | -2.3% | -3.3% | -2.4% |
| 30D | -17.0% | -5.0% | -12.1% | -10.7% |
| 3M | -12.4% | -4.9% | -7.5% | -5.8% |
| 6M | -10.6% | -1.5% | -9.1% | -8.2% |
| YTD | -5.3% | +8.5% | -13.8% | -15.0% |
| 1Y | -5.7% | +11.4% | -17.1% | -18.4% |
| 3Y | +72.1% | +70.1% | +2.0% | -17.0% |
| All | +31.7% | +54.3% | -22.6% | -23.2% |
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 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