-94.6%
HHS vs VT
+374.2%
-468.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.6% | +0.4% | -2.1% | -2.0% |
| 30D | +88.9% | +1.0% | +88.0% | +87.4% |
| 3M | +70.1% | +2.4% | +67.7% | +66.1% |
| 6M | +57.6% | +12.0% | +45.6% | +41.9% |
| YTD | +41.9% | +15.3% | +26.5% | +24.3% |
| 1Y | +14.5% | +22.6% | -8.1% | -5.0% |
| 3Y | -33.5% | +74.7% | -108.2% | -60.4% |
| 5Y | -38.0% | +66.1% | -104.2% | -61.7% |
| 10Y | -74.1% | +225.0% | -299.1% | -91.8% |
| All | -94.6% | +374.2% | -468.8% | -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