+163.8%
HG vs VT
+70.4%
+93.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.8% |
| 7D | +7.4% | -4.2% | +11.6% | +9.2% |
| 30D | +8.0% | -5.8% | +13.8% | +10.5% |
| 3M | +5.0% | -5.2% | +10.2% | +7.1% |
| 6M | +21.5% | +0.1% | +21.4% | +20.0% |
| YTD | +41.8% | +8.2% | +33.6% | +33.3% |
| 1Y | +52.3% | +10.1% | +42.1% | +41.4% |
| All | +163.8% | +70.4% | +93.4% | +104.7% |
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