+91.8%
HIMX vs VT
+222.7%
-130.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.3% | +0.4% | -0.2% | -0.4% |
| 30D | +2.5% | +1.0% | +1.5% | +1.1% |
| 3M | -41.8% | +2.4% | -44.2% | -42.5% |
| 6M | +82.0% | +12.0% | +70.0% | +57.7% |
| YTD | +70.0% | +15.3% | +54.6% | +41.2% |
| 1Y | +67.3% | +22.6% | +44.7% | +28.3% |
| 3Y | +143.3% | +74.7% | +68.6% | +17.4% |
| 5Y | +49.5% | +66.1% | -16.7% | -20.6% |
| All | +91.8% | +222.7% | -130.9% | -57.6% |
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 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