-16.8%
HITI vs VT
+82.3%
-99.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -3.7% |
| 7D | +1.2% | +0.4% | +0.8% | +0.7% |
| 30D | +0.4% | -2.6% | +3.0% | +3.9% |
| 3M | +13.9% | -3.2% | +17.1% | +18.7% |
| 6M | +4.4% | +0.9% | +3.4% | +2.7% |
| YTD | -1.1% | +11.3% | -12.4% | -14.3% |
| 1Y | -11.5% | +14.0% | -25.5% | -25.9% |
| 3Y | +97.0% | +75.8% | +21.2% | -11.2% |
| 5Y | -60.2% | +57.8% | -118.0% | -76.3% |
| All | -16.8% | +82.3% | -99.1% | -65.3% |
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