+1,282.5%
HIFS vs VT
+346.0%
+936.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -1.2% | -2.3% | +1.1% | -0.2% |
| 30D | +4.1% | -5.0% | +9.0% | +6.3% |
| 3M | -0.6% | -4.9% | +4.3% | +1.5% |
| 6M | +2.9% | -1.5% | +4.5% | +3.6% |
| YTD | +5.8% | +8.5% | -2.7% | +2.4% |
| 1Y | +4.8% | +11.4% | -6.5% | +0.5% |
| 3Y | +84.8% | +70.1% | +14.8% | +52.7% |
| 5Y | -16.9% | +53.7% | -70.6% | -29.2% |
| 10Y | +125.1% | +220.0% | -94.9% | +61.2% |
| All | +1,282.5% | +346.0% | +936.5% | +820.6% |
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