+1,530.0%
HIVE vs VT
+214.8%
+1,315.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.4% | -1.0% |
| 7D | -21.3% | -4.2% | -17.1% | -12.6% |
| 30D | -43.8% | -5.8% | -38.0% | -34.7% |
| 3M | -42.6% | -5.2% | -37.4% | -33.8% |
| 6M | -42.6% | +0.1% | -42.7% | -40.0% |
| YTD | -36.8% | +8.2% | -45.1% | -42.8% |
| 1Y | -67.9% | +10.1% | -78.0% | -71.9% |
| 3Y | -51.2% | +69.7% | -120.9% | -81.6% |
| 5Y | -92.6% | +53.4% | -146.0% | -95.9% |
| All | +1,530.0% | +214.8% | +1,315.2% | -94.1% |
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