-94.9%
HHS vs VT
+345.0%
-439.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +4.6% |
| 7D | +3.9% | -4.2% | +8.1% | +7.6% |
| 30D | -9.7% | -5.8% | -3.9% | -5.1% |
| 3M | +77.4% | -5.2% | +82.7% | +85.3% |
| 6M | +44.8% | +0.1% | +44.6% | +43.6% |
| YTD | +33.2% | +8.2% | +25.0% | +23.0% |
| 1Y | +44.8% | +10.1% | +34.6% | +31.8% |
| 3Y | -42.2% | +69.7% | -111.9% | -64.9% |
| 5Y | -44.3% | +53.4% | -97.7% | -63.2% |
| 10Y | -70.9% | +219.2% | -290.2% | -90.7% |
| All | -94.9% | +345.0% | -439.9% | -98.8% |
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