+522.3%
HIMX vs VT
+374.2%
+148.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.3% | +0.4% | -0.2% | -0.2% |
| 30D | +2.5% | +1.0% | +1.5% | +1.5% |
| 3M | -41.8% | +2.4% | -44.2% | -42.2% |
| 6M | +82.0% | +12.0% | +70.0% | +65.0% |
| YTD | +70.0% | +15.3% | +54.6% | +49.7% |
| 1Y | +67.3% | +22.6% | +44.7% | +39.4% |
| 3Y | +143.3% | +74.7% | +68.6% | +47.2% |
| 5Y | +49.5% | +66.1% | -16.7% | -2.1% |
| 10Y | +88.7% | +225.0% | -136.3% | -26.5% |
| All | +522.3% | +374.2% | +148.1% | +50.1% |
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