+51.4%
HFGO vs VT
+64.0%
-12.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | +0.4% | +0.6% | +0.5% |
| 30D | 0.0% | +1.0% | -0.9% | -1.2% |
| 3M | -2.1% | +2.4% | -4.5% | -5.0% |
| 6M | +14.9% | +12.0% | +2.9% | -1.5% |
| YTD | +8.9% | +15.3% | -6.5% | -10.4% |
| 1Y | +13.0% | +22.6% | -9.6% | -14.6% |
| 3Y | +89.3% | +74.7% | +14.7% | -12.0% |
| All | +51.4% | +64.0% | -12.6% | -19.1% |
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