+1,470.0%
HIVE vs VT
+221.8%
+1,248.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.2% |
| 7D | -11.8% | +2.4% | -14.2% | -16.5% |
| 30D | -29.9% | -1.5% | -28.4% | -26.8% |
| 3M | -39.1% | -4.1% | -35.0% | -31.7% |
| 6M | -43.1% | +0.6% | -43.7% | -41.1% |
| YTD | -39.1% | +11.0% | -50.2% | -48.1% |
| 1Y | -57.1% | +13.3% | -70.5% | -65.0% |
| 3Y | -44.9% | +73.4% | -118.3% | -80.3% |
| 5Y | -92.7% | +57.4% | -150.2% | -96.2% |
| All | +1,470.0% | +221.8% | +1,248.2% | -91.3% |
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