-1.4%
HFRO vs VT
+167.9%
-169.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +0.3% | +0.4% | -0.2% | 0.0% |
| 30D | +1.4% | +1.0% | +0.4% | +0.9% |
| 3M | +11.9% | +2.4% | +9.5% | +10.5% |
| 6M | +25.1% | +12.0% | +13.1% | +18.2% |
| YTD | +30.0% | +15.3% | +14.7% | +21.2% |
| 1Y | +29.2% | +22.6% | +6.6% | +16.9% |
| 3Y | +16.3% | +74.7% | -58.4% | -10.5% |
| 5Y | +4.2% | +66.1% | -62.0% | -18.8% |
| All | -1.4% | +167.9% | -169.3% | -39.6% |
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