-43.0%
HHH vs VT
+221.4%
-264.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +1.5% | +1.0% | +0.5% | +0.2% |
| 30D | -5.1% | -0.2% | -4.8% | -4.8% |
| 3M | -1.4% | +4.5% | -5.9% | -7.2% |
| 6M | -7.7% | +14.1% | -21.8% | -22.7% |
| YTD | -19.7% | +14.8% | -34.5% | -33.4% |
| 1Y | -18.9% | +21.2% | -40.1% | -37.2% |
| 3Y | -12.9% | +76.6% | -89.5% | -58.6% |
| 5Y | -26.8% | +66.6% | -93.4% | -62.0% |
| 10Y | -43.0% | +222.3% | -265.3% | -86.0% |
| All | -43.0% | +221.4% | -264.4% | -86.0% |
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 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