+77.0%
HHH vs VT
+380.0%
-303.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.0% | +0.4% | -1.5% | -1.6% |
| 30D | -2.4% | +1.0% | -3.4% | -3.6% |
| 3M | -1.7% | +2.4% | -4.1% | -5.1% |
| 6M | -10.2% | +12.0% | -22.2% | -22.5% |
| YTD | -19.6% | +15.3% | -35.0% | -33.2% |
| 1Y | -17.5% | +22.6% | -40.1% | -36.4% |
| 3Y | -16.0% | +74.7% | -90.7% | -58.1% |
| 5Y | -27.3% | +66.1% | -93.5% | -60.9% |
| 10Y | -43.5% | +225.0% | -268.5% | -85.9% |
| All | +77.0% | +380.0% | -303.0% | -71.3% |
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