+43.3%
HISF vs VT
+219.7%
-176.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +1.3% |
| 7D | +0.7% | -4.2% | +4.8% | +1.9% |
| 30D | +2.2% | -5.8% | +8.0% | +4.0% |
| 3M | -0.7% | -5.2% | +4.5% | +0.8% |
| 6M | -0.4% | +0.1% | -0.5% | -0.6% |
| YTD | -0.5% | +8.2% | -8.7% | -3.2% |
| 1Y | +0.7% | +10.1% | -9.4% | -2.6% |
| 3Y | +16.4% | +69.7% | -53.3% | -3.0% |
| 5Y | +5.9% | +53.4% | -47.5% | -9.0% |
| 10Y | +34.2% | +219.2% | -185.0% | -9.8% |
| All | +43.3% | +219.7% | -176.4% | -4.2% |
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