+155.3%
HFXI vs VT
+209.6%
-54.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -2.2% | -2.3% | +0.1% | -0.2% |
| 30D | -4.1% | -5.0% | +0.8% | +0.3% |
| 3M | -5.8% | -4.9% | -0.9% | -1.5% |
| 6M | -3.1% | -1.5% | -1.5% | -1.6% |
| YTD | +10.9% | +8.5% | +2.4% | +3.6% |
| 1Y | +15.7% | +11.4% | +4.4% | +5.7% |
| 3Y | +67.5% | +70.1% | -2.5% | +5.3% |
| 5Y | +64.6% | +53.7% | +10.8% | +12.5% |
| 10Y | +183.3% | +220.0% | -36.7% | -0.7% |
| All | +155.3% | +209.6% | -54.3% | -7.6% |
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