+521.0%
HMN vs VT
+345.0%
+176.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.0% | +10.3% |
| 7D | +14.0% | -4.2% | +18.2% | +18.9% |
| 30D | +16.8% | -5.8% | +22.6% | +24.0% |
| 3M | +2.8% | -5.2% | +8.0% | +8.1% |
| 6M | +17.4% | +0.1% | +17.2% | +15.1% |
| YTD | +17.8% | +8.2% | +9.6% | +5.0% |
| 1Y | +17.3% | +10.1% | +7.2% | +2.3% |
| 3Y | +78.6% | +69.7% | +8.9% | -7.1% |
| 5Y | +56.1% | +53.4% | +2.7% | -12.3% |
| 10Y | +119.7% | +219.2% | -99.5% | -52.0% |
| All | +521.0% | +345.0% | +176.0% | -27.3% |
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