+67.7%
HIO vs VT
+221.8%
-154.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.7% | +2.4% | -5.1% | -3.9% |
| 30D | +1.7% | -1.5% | +3.2% | +2.5% |
| 3M | -5.8% | -4.1% | -1.6% | -3.8% |
| 6M | -4.8% | +0.6% | -5.3% | -5.3% |
| YTD | -3.4% | +11.0% | -14.4% | -9.0% |
| 1Y | -3.3% | +13.3% | -16.7% | -9.9% |
| 3Y | +23.6% | +73.4% | -49.8% | -9.5% |
| 5Y | +4.2% | +57.4% | -53.3% | -20.1% |
| All | +67.7% | +221.8% | -154.1% | -14.9% |
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