+114.6%
HHH vs VT
+351.4%
-236.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | +2.0% | -2.3% | +4.3% | +4.8% |
| 30D | +8.2% | -5.0% | +13.1% | +14.9% |
| 3M | +14.2% | -4.9% | +19.1% | +21.3% |
| 6M | +21.2% | -1.5% | +22.8% | +22.7% |
| YTD | -2.6% | +8.5% | -11.0% | -12.9% |
| 1Y | -0.7% | +11.4% | -12.0% | -14.0% |
| 3Y | +13.4% | +70.1% | -56.7% | -41.8% |
| 5Y | -14.3% | +53.7% | -68.1% | -49.4% |
| 10Y | -22.2% | +220.0% | -242.2% | -80.2% |
| All | +114.6% | +351.4% | -236.9% | -62.5% |
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