-15.3%
HHH vs VT
+223.7%
-239.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.5% | +6.9% |
| 7D | +9.9% | +0.4% | +9.5% | +9.4% |
| 30D | +16.1% | -2.6% | +18.7% | +20.0% |
| 3M | +26.9% | -3.2% | +30.1% | +32.3% |
| 6M | +30.2% | +0.9% | +29.2% | +28.0% |
| YTD | +7.3% | +11.3% | -4.0% | -7.4% |
| 1Y | +6.9% | +14.0% | -7.1% | -10.5% |
| 3Y | +29.0% | +75.8% | -46.9% | -38.5% |
| 5Y | -4.3% | +57.8% | -62.1% | -46.8% |
| 10Y | -15.3% | +219.8% | -235.1% | -77.2% |
| All | -15.3% | +223.7% | -239.0% | -77.2% |
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