+88.3%
HGTY vs VT
+62.5%
+25.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.6% |
| 7D | +18.8% | -4.2% | +22.9% | +21.8% |
| 30D | +32.8% | -5.8% | +38.6% | +37.5% |
| 3M | +35.8% | -5.2% | +41.0% | +40.1% |
| 6M | +78.4% | +0.1% | +78.3% | +76.7% |
| YTD | +36.6% | +8.2% | +28.4% | +28.1% |
| 1Y | +61.3% | +10.1% | +51.2% | +49.5% |
| 3Y | +136.9% | +69.7% | +67.2% | +60.6% |
| 5Y | +80.2% | +53.4% | +26.8% | +18.4% |
| All | +88.3% | +62.5% | +25.8% | +23.6% |
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