-32.9%
HGBL vs VT
+65.7%
-98.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +3.7% | -1.1% | +4.8% | +4.2% |
| 30D | +31.8% | -1.0% | +32.8% | +32.4% |
| 3M | +8.5% | +3.2% | +5.3% | +6.6% |
| 6M | +12.8% | +12.5% | +0.3% | +5.9% |
| YTD | +13.7% | +14.1% | -0.4% | +5.9% |
| 1Y | -23.8% | +18.9% | -42.7% | -30.5% |
| 3Y | -54.5% | +74.1% | -128.6% | -65.5% |
| All | -32.9% | +65.7% | -98.5% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling