+65.8%
HGTY vs VT
+66.7%
-0.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.5% |
| 7D | -10.0% | +2.4% | -12.4% | -11.4% |
| 30D | +8.6% | -1.5% | +10.1% | +9.4% |
| 3M | +24.9% | -4.1% | +29.0% | +27.7% |
| 6M | +57.3% | +0.6% | +56.7% | +55.6% |
| YTD | +20.3% | +11.0% | +9.3% | +11.0% |
| 1Y | +18.4% | +13.3% | +5.0% | +7.6% |
| 3Y | +92.0% | +73.4% | +18.6% | +28.5% |
| 5Y | +59.5% | +57.4% | +2.1% | +3.1% |
| All | +65.8% | +66.7% | -0.8% | +7.1% |
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