+174.8%
HFXI vs VT
+229.1%
-54.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.6% | +0.4% | +0.1% | +0.2% |
| 30D | +1.2% | +1.0% | +0.2% | +0.4% |
| 3M | +1.8% | +2.4% | -0.5% | -0.1% |
| 6M | +10.3% | +12.0% | -1.7% | +0.2% |
| YTD | +19.3% | +15.3% | +4.0% | +5.6% |
| 1Y | +30.7% | +22.6% | +8.1% | +9.7% |
| 3Y | +76.2% | +74.7% | +1.5% | +8.1% |
| 5Y | +76.5% | +66.1% | +10.3% | +12.6% |
| 10Y | +191.6% | +225.0% | -33.4% | +0.9% |
| All | +174.8% | +229.1% | -54.4% | -5.9% |
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