+180.0%
HIX vs VT
+363.9%
-183.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | +1.2% | -1.4% | +2.6% | +2.0% |
| 3M | -6.8% | -1.4% | -5.4% | -6.1% |
| 6M | -5.2% | +5.5% | -10.7% | -8.3% |
| YTD | -4.7% | +12.8% | -17.5% | -11.5% |
| 1Y | -4.0% | +15.4% | -19.4% | -12.0% |
| 3Y | +17.5% | +76.9% | -59.3% | -17.1% |
| 5Y | -8.4% | +60.4% | -68.8% | -32.1% |
| 10Y | +50.5% | +232.8% | -182.3% | -28.1% |
| All | +180.0% | +363.9% | -183.8% | -2.2% |
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