-100.0%
HIBS vs VT
+136.2%
-236.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | -5.1% | +0.4% | -5.5% | -3.0% |
| 30D | -2.3% | +1.0% | -3.2% | +3.4% |
| 3M | -7.9% | +2.4% | -10.3% | +14.4% |
| 6M | -55.3% | +12.0% | -67.3% | -11.5% |
| YTD | -62.5% | +15.3% | -77.8% | -12.1% |
| 1Y | -74.4% | +22.6% | -97.0% | -16.9% |
| 3Y | -94.2% | +74.7% | -168.9% | +55.4% |
| 5Y | -98.1% | +66.1% | -164.2% | +3.6% |
| All | -100.0% | +136.2% | -236.1% | -77.6% |
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 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