+4.5%
HIO vs VT
+53.2%
-48.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +0.3% |
| 7D | -0.9% | -4.2% | +3.3% | +0.9% |
| 30D | +0.8% | -5.8% | +6.6% | +3.5% |
| 3M | -5.2% | -5.2% | +0.1% | -2.9% |
| 6M | -4.9% | +0.1% | -5.1% | -5.2% |
| YTD | -2.5% | +8.2% | -10.7% | -6.2% |
| 1Y | -3.0% | +10.1% | -13.1% | -7.4% |
| 3Y | +21.4% | +69.7% | -48.2% | -6.2% |
| 5Y | +4.5% | +53.4% | -48.9% | -16.1% |
| All | +4.5% | +53.2% | -48.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling