-65.8%
HITI vs VT
+66.2%
-131.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.2% | +0.4% | +1.7% | +1.6% |
| 30D | +13.0% | +1.0% | +12.0% | +11.6% |
| 3M | +7.8% | +2.4% | +5.4% | +4.5% |
| 6M | +3.8% | +12.0% | -8.2% | -9.9% |
| YTD | -3.2% | +15.3% | -18.5% | -19.1% |
| 1Y | -19.1% | +22.6% | -41.7% | -37.4% |
| 3Y | +88.6% | +74.7% | +13.9% | -9.3% |
| All | -65.8% | +66.2% | -131.9% | -80.5% |
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