-95.9%
HIMZ vs VT
+37.3%
-133.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.6% | -0.5% | -33.1% | -31.5% |
| 7D | -49.4% | -0.1% | -49.3% | -49.7% |
| 30D | -66.9% | -3.1% | -63.8% | -61.5% |
| 3M | -72.7% | -3.5% | -69.2% | -67.1% |
| 6M | -74.7% | +0.5% | -75.2% | -72.7% |
| YTD | -88.1% | +10.8% | -98.9% | -91.2% |
| 1Y | -93.2% | +11.9% | -105.1% | -95.1% |
| All | -95.9% | +37.3% | -133.1% | -98.6% |
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