+171.2%
HGBL vs VT
+368.9%
-197.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.3% |
| 3M | +8.5% | +3.2% | +5.3% | +6.7% |
| 6M | +12.8% | +12.5% | +0.3% | +6.6% |
| YTD | +13.7% | +14.1% | -0.4% | +6.7% |
| 1Y | -23.8% | +18.9% | -42.7% | -29.8% |
| 3Y | -54.5% | +74.1% | -128.6% | -64.9% |
| 5Y | -35.0% | +66.9% | -101.9% | -49.2% |
| 10Y | +193.7% | +228.3% | -34.5% | +74.3% |
| All | +171.2% | +368.9% | -197.8% | +99.0% |
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