+65.7%
HMC vs VT
+223.7%
-158.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.2% |
| 7D | +4.5% | +0.4% | +4.2% | +3.9% |
| 30D | +9.6% | -2.6% | +12.2% | +11.8% |
| 3M | +12.6% | -3.2% | +15.9% | +15.6% |
| 6M | +46.2% | +0.9% | +45.3% | +44.2% |
| YTD | +21.6% | +11.3% | +10.3% | +9.8% |
| 1Y | +20.2% | +14.0% | +6.2% | +6.3% |
| 3Y | +23.8% | +75.8% | -52.1% | -25.7% |
| 5Y | +40.0% | +57.8% | -17.8% | -7.9% |
| 10Y | +65.7% | +219.8% | -154.1% | -43.7% |
| All | +65.7% | +223.7% | -158.0% | -43.7% |
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