+107.7%
HMN vs VT
+223.7%
-116.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.3% |
| 7D | +11.1% | +0.4% | +10.7% | +10.4% |
| 30D | +16.5% | -2.6% | +19.1% | +18.3% |
| 3M | +2.4% | -3.2% | +5.6% | +4.4% |
| 6M | +21.0% | +0.9% | +20.0% | +18.8% |
| YTD | +17.6% | +11.3% | +6.3% | +6.3% |
| 1Y | +20.7% | +14.0% | +6.7% | +6.9% |
| 3Y | +84.6% | +75.8% | +8.7% | +12.2% |
| 5Y | +57.6% | +57.8% | -0.3% | +4.4% |
| 10Y | +107.7% | +219.8% | -112.1% | -26.0% |
| All | +107.7% | +223.7% | -116.0% | -26.0% |
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