+30.8%
HIHO vs VT
+346.0%
-315.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -1.2% | -2.3% | +1.1% | -0.4% |
| 30D | -6.7% | -5.0% | -1.8% | -5.0% |
| 3M | -14.8% | -4.9% | -9.9% | -13.2% |
| 6M | +7.3% | -1.5% | +8.9% | +7.6% |
| YTD | -45.3% | +8.5% | -53.8% | -47.3% |
| 1Y | -40.4% | +11.4% | -51.8% | -43.1% |
| 3Y | -53.2% | +70.1% | -123.2% | -62.5% |
| 5Y | -73.6% | +53.7% | -127.3% | -78.2% |
| 10Y | -65.1% | +220.0% | -285.0% | -79.2% |
| All | +30.8% | +346.0% | -315.2% | -42.2% |
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