+98.3%
HIDV vs VT
+86.6%
+11.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.5% |
| 7D | 0.0% | +0.4% | -0.3% | -0.3% |
| 30D | -0.4% | -2.6% | +2.2% | +2.1% |
| 3M | -2.6% | -3.2% | +0.6% | +0.4% |
| 6M | +4.1% | +0.9% | +3.1% | +2.9% |
| YTD | +13.4% | +11.3% | +2.1% | +1.6% |
| 1Y | +17.3% | +14.0% | +3.3% | +2.6% |
| 3Y | +82.1% | +75.8% | +6.2% | +3.0% |
| All | +98.3% | +86.6% | +11.7% | +4.9% |
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