-77.6%
HMR vs VT
+34.0%
-111.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | +12.7% | +1.0% | +11.7% | +12.2% |
| 3M | -18.4% | +2.4% | -20.8% | -19.1% |
| 6M | +43.8% | +12.0% | +31.8% | +38.3% |
| YTD | +69.9% | +15.3% | +54.5% | +62.7% |
| 1Y | +7.3% | +22.6% | -15.3% | +2.2% |
| All | -77.6% | +34.0% | -111.7% | -90.1% |
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