+84.3%
HGTY vs VT
+62.8%
+21.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.3% |
| 7D | +15.3% | -2.3% | +17.7% | +17.0% |
| 30D | +29.0% | -5.0% | +34.0% | +32.9% |
| 3M | +33.2% | -4.9% | +38.1% | +37.1% |
| 6M | +78.5% | -1.5% | +80.0% | +78.8% |
| YTD | +33.7% | +8.5% | +25.2% | +25.2% |
| 1Y | +54.0% | +11.4% | +42.6% | +41.6% |
| 3Y | +132.8% | +70.1% | +62.7% | +57.6% |
| 5Y | +76.3% | +53.7% | +22.6% | +15.7% |
| All | +84.3% | +62.8% | +21.5% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling