+154.0%
HG vs VT
+81.6%
+72.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +1.1% | +1.0% | +0.1% | +0.6% |
| 3M | +22.3% | +2.4% | +19.9% | +20.7% |
| 6M | +21.9% | +12.0% | +9.9% | +14.3% |
| YTD | +36.5% | +15.3% | +21.2% | +25.3% |
| 1Y | +54.9% | +22.6% | +32.3% | +36.5% |
| All | +154.0% | +81.6% | +72.3% | +92.3% |
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