+50.1%
HMC vs VT
+345.0%
-294.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.0% | +6.6% |
| 7D | +7.0% | -4.2% | +11.2% | +10.9% |
| 30D | +14.0% | -5.8% | +19.8% | +19.9% |
| 3M | +18.5% | -5.2% | +23.7% | +24.0% |
| 6M | +50.1% | +0.1% | +50.0% | +49.3% |
| YTD | +23.0% | +8.2% | +14.8% | +14.2% |
| 1Y | +17.4% | +10.1% | +7.3% | +7.3% |
| 3Y | +20.2% | +69.7% | -49.5% | -25.4% |
| 5Y | +40.0% | +53.4% | -13.4% | -5.3% |
| 10Y | +69.0% | +219.2% | -150.2% | -41.3% |
| All | +50.1% | +345.0% | -294.9% | -63.1% |
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