+91.5%
HMN vs VT
+224.4%
-132.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | +6.3% | -0.7% | +7.0% | +6.5% |
| 30D | +17.0% | -1.7% | +18.8% | +18.1% |
| 3M | +2.9% | -2.3% | +5.2% | +4.2% |
| 6M | +22.3% | +1.5% | +20.8% | +19.6% |
| YTD | +18.3% | +12.0% | +6.2% | +6.3% |
| 1Y | +20.7% | +12.9% | +7.8% | +7.7% |
| 3Y | +83.7% | +74.9% | +8.8% | +12.1% |
| 5Y | +55.8% | +59.9% | -4.1% | +1.9% |
| 10Y | +91.5% | +224.6% | -133.2% | -37.1% |
| All | +91.5% | +224.4% | -132.9% | -37.1% |
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 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