+45.0%
HIHO vs VT
+374.2%
-329.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.4% | +2.9% | +3.2% |
| 30D | -11.6% | +1.0% | -12.6% | -11.9% |
| 3M | +32.0% | +2.4% | +29.6% | +30.6% |
| 6M | +5.9% | +12.0% | -6.1% | +1.2% |
| YTD | -39.4% | +15.3% | -54.7% | -42.8% |
| 1Y | -42.6% | +22.6% | -65.2% | -47.2% |
| 3Y | -49.1% | +74.7% | -123.8% | -59.6% |
| 5Y | -69.7% | +66.1% | -135.9% | -75.7% |
| 10Y | -63.7% | +225.0% | -288.7% | -78.4% |
| All | +45.0% | +374.2% | -329.2% | -37.4% |
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 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