+175.2%
HIX vs VT
+345.0%
-169.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.6% |
| 7D | -1.4% | -4.2% | +2.7% | +1.0% |
| 30D | -1.4% | -5.8% | +4.4% | +2.0% |
| 3M | -8.9% | -5.2% | -3.7% | -6.1% |
| 6M | -7.1% | +0.1% | -7.2% | -7.4% |
| YTD | -6.3% | +8.2% | -14.6% | -10.9% |
| 1Y | -6.3% | +10.1% | -16.5% | -11.8% |
| 3Y | +15.5% | +69.7% | -54.2% | -16.5% |
| 5Y | -9.5% | +53.4% | -62.9% | -31.2% |
| 10Y | +47.9% | +219.2% | -171.3% | -27.7% |
| All | +175.2% | +345.0% | -169.7% | -1.6% |
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