-1.7%
HFRO vs VOO
+240.7%
-242.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +3.4% | -1.1% | +4.4% | +3.8% |
| 3M | +6.8% | +3.9% | +3.0% | +5.0% |
| 6M | +29.2% | +13.6% | +15.5% | +22.1% |
| YTD | +29.7% | +12.7% | +17.0% | +23.0% |
| 1Y | +24.6% | +17.6% | +7.0% | +16.0% |
| 3Y | +15.5% | +77.3% | -61.8% | -9.1% |
| 5Y | +3.6% | +84.1% | -80.5% | -20.5% |
| All | -1.7% | +240.7% | -242.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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