-71.6%
HHS vs VT
+214.8%
-286.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +3.9% |
| 7D | +3.9% | -4.2% | +8.1% | +6.9% |
| 30D | -9.7% | -5.8% | -3.9% | -5.9% |
| 3M | +77.4% | -5.2% | +82.7% | +84.0% |
| 6M | +44.8% | +0.1% | +44.6% | +43.8% |
| YTD | +33.2% | +8.2% | +25.0% | +24.7% |
| 1Y | +44.8% | +10.1% | +34.6% | +33.9% |
| 3Y | -42.2% | +69.7% | -111.9% | -62.0% |
| 5Y | -44.3% | +53.4% | -97.7% | -60.7% |
| All | -71.6% | +214.8% | -286.4% | -90.6% |
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 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