+213.4%
HIO vs VT
+374.2%
-160.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.3% |
| 3M | -0.9% | +2.4% | -3.3% | -2.2% |
| 6M | -2.0% | +12.0% | -14.0% | -7.5% |
| YTD | +0.9% | +15.3% | -14.4% | -6.2% |
| 1Y | -1.3% | +22.6% | -23.9% | -11.0% |
| 3Y | +27.2% | +74.7% | -47.5% | -4.5% |
| 5Y | +9.7% | +66.1% | -56.5% | -16.3% |
| 10Y | +64.5% | +225.0% | -160.5% | -11.2% |
| All | +213.4% | +374.2% | -160.8% | +23.4% |
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