+94.4%
HIDV vs VT
+81.8%
+12.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | -1.8% | -2.3% | +0.5% | +0.4% |
| 30D | -2.4% | -5.0% | +2.6% | +2.4% |
| 3M | -3.6% | -4.9% | +1.2% | +1.0% |
| 6M | +2.5% | -1.5% | +4.0% | +3.7% |
| YTD | +11.1% | +8.5% | +2.7% | +2.1% |
| 1Y | +15.1% | +11.4% | +3.7% | +3.0% |
| 3Y | +76.4% | +70.1% | +6.3% | +3.0% |
| All | +94.4% | +81.8% | +12.6% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling