+3.7%
HFRO vs VT
+66.2%
-62.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.8% | +1.0% | -1.8% | -1.3% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | +11.8% | +4.5% | +7.3% | +9.2% |
| 6M | +27.9% | +14.1% | +13.8% | +19.2% |
| YTD | +28.8% | +14.8% | +14.0% | +19.7% |
| 1Y | +29.0% | +21.2% | +7.8% | +16.6% |
| 3Y | +15.3% | +76.6% | -61.3% | -12.3% |
| 5Y | +3.7% | +66.6% | -62.9% | -22.2% |
| All | +3.7% | +66.2% | -62.5% | -22.2% |
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