-22.3%
HFRO vs VT
+157.3%
-179.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | -11.5% | -3.1% | -8.4% | -10.2% |
| 3M | -19.6% | -3.5% | -16.1% | -18.3% |
| 6M | -3.8% | +0.5% | -4.3% | -4.3% |
| YTD | +2.4% | +10.8% | -8.3% | -2.7% |
| 1Y | -4.8% | +11.9% | -16.7% | -10.0% |
| 3Y | -8.1% | +73.0% | -81.1% | -28.9% |
| 5Y | -21.4% | +58.6% | -80.0% | -37.4% |
| All | -22.3% | +157.3% | -179.6% | -51.5% |
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