+160.8%
HIW vs VT
+357.8%
-197.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -2.5% | +2.9% | -5.4% | -5.8% |
| 30D | +3.9% | -2.5% | +6.4% | +6.8% |
| 3M | +0.3% | -3.3% | +3.6% | +4.1% |
| 6M | +25.4% | +1.5% | +23.9% | +21.8% |
| YTD | +26.9% | +11.4% | +15.5% | +9.9% |
| 1Y | +14.8% | +11.9% | +2.9% | -1.2% |
| 3Y | +115.2% | +73.9% | +41.4% | +7.5% |
| 5Y | -7.5% | +57.9% | -65.4% | -48.1% |
| 10Y | +17.4% | +222.6% | -205.2% | -73.0% |
| All | +160.8% | +357.8% | -197.1% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling