+166.5%
HG vs VT
+75.3%
+91.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.1% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | +8.2% | -2.6% | +10.8% | +9.3% |
| 3M | +4.0% | -3.2% | +7.3% | +5.3% |
| 6M | +21.1% | +0.9% | +20.1% | +19.6% |
| YTD | +43.3% | +11.3% | +32.0% | +33.2% |
| 1Y | +53.3% | +14.0% | +39.3% | +40.2% |
| All | +166.5% | +75.3% | +91.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling