+63.7%
HNDL vs VT
+141.9%
-78.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | -0.3% | -0.2% | -0.1% | -0.2% |
| 3M | +1.5% | +4.5% | -3.0% | -0.5% |
| 6M | +3.8% | +14.1% | -10.2% | -2.1% |
| YTD | +7.2% | +14.8% | -7.6% | +0.8% |
| 1Y | +9.6% | +21.2% | -11.6% | +0.6% |
| 3Y | +40.0% | +76.6% | -36.6% | +9.8% |
| 5Y | +23.7% | +66.6% | -42.9% | -2.2% |
| All | +63.7% | +141.9% | -78.2% | +14.3% |
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 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