+286.2%
HIMX vs VT
+346.0%
-59.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.3% | +10.3% |
| 7D | -21.9% | -2.3% | -19.6% | -18.8% |
| 30D | -39.7% | -5.0% | -34.8% | -35.2% |
| 3M | -38.3% | -4.9% | -33.4% | -33.5% |
| 6M | -29.9% | -1.5% | -28.4% | -25.8% |
| YTD | +5.5% | +8.5% | -3.0% | +1.3% |
| 1Y | +9.2% | +11.4% | -2.2% | +2.2% |
| 3Y | +69.1% | +70.1% | -1.0% | +7.6% |
| 5Y | +1.4% | +53.7% | -52.4% | -26.7% |
| 10Y | +59.9% | +220.0% | -160.1% | -34.6% |
| All | +286.2% | +346.0% | -59.8% | +1.5% |
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