-64.5%
HIHO vs VT
+224.7%
-289.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | -13.3% | -0.2% | -13.1% | -13.3% |
| 3M | +32.4% | +4.5% | +27.9% | +30.5% |
| 6M | +3.6% | +14.1% | -10.4% | -0.8% |
| YTD | -40.0% | +14.8% | -54.8% | -42.8% |
| 1Y | -42.9% | +21.2% | -64.1% | -46.5% |
| 3Y | -50.1% | +76.6% | -126.7% | -58.8% |
| 5Y | -70.2% | +66.6% | -136.8% | -74.9% |
| All | -64.5% | +224.7% | -289.3% | -81.0% |
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