+125.6%
HIFS vs VT
+217.6%
-92.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.4% |
| 30D | +6.7% | -3.1% | +9.8% | +9.5% |
| 3M | +3.0% | -3.5% | +6.5% | +6.1% |
| 6M | +8.8% | +0.5% | +8.3% | +8.1% |
| YTD | +9.4% | +10.8% | -1.4% | +0.3% |
| 1Y | +9.0% | +11.9% | -2.9% | -0.7% |
| 3Y | +98.8% | +73.0% | +25.9% | +30.9% |
| 5Y | -13.0% | +58.6% | -71.6% | -39.3% |
| 10Y | +125.6% | +219.2% | -93.6% | +10.0% |
| All | +125.6% | +217.6% | -92.1% | +10.0% |
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