+190.2%
HIBL vs VT
+131.5%
+58.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -3.0% |
| 7D | -3.7% | -2.0% | -1.7% | +4.6% |
| 30D | -7.6% | -1.4% | -6.2% | -1.0% |
| 3M | +2.2% | +4.7% | -2.6% | -8.7% |
| 6M | +49.3% | +11.4% | +37.9% | +11.2% |
| YTD | +51.3% | +13.1% | +38.3% | +9.5% |
| 1Y | +89.3% | +19.0% | +70.3% | +17.4% |
| 3Y | +211.5% | +73.9% | +137.6% | -32.2% |
| 5Y | +66.2% | +65.4% | +0.8% | -27.6% |
| All | +190.2% | +131.5% | +58.7% | -11.0% |
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