+1,680.0%
HIVE vs VT
+215.5%
+1,464.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.2% | +9.0% | +8.7% |
| 7D | -6.8% | -2.3% | -4.5% | -1.2% |
| 30D | -35.3% | -5.0% | -30.3% | -26.4% |
| 3M | -35.5% | -4.9% | -30.6% | -26.2% |
| 6M | -39.5% | -1.5% | -37.9% | -34.2% |
| YTD | -31.0% | +8.5% | -39.5% | -37.9% |
| 1Y | -62.7% | +11.4% | -74.1% | -68.2% |
| 3Y | -46.2% | +70.1% | -116.3% | -79.9% |
| 5Y | -91.9% | +53.7% | -145.7% | -95.6% |
| All | +1,680.0% | +215.5% | +1,464.5% | -93.5% |
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 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