+23.4%
HNI vs VT
+222.7%
-199.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.0% |
| 30D | -2.8% | -0.7% | -2.1% | -2.0% |
| 3M | +45.7% | +4.0% | +41.7% | +39.3% |
| 6M | +16.4% | +12.3% | +4.1% | +1.4% |
| YTD | +15.4% | +14.0% | +1.4% | -1.4% |
| 1Y | +7.3% | +20.3% | -13.0% | -14.2% |
| 3Y | +64.6% | +75.4% | -10.8% | -16.7% |
| 5Y | +55.0% | +66.0% | -11.0% | -16.4% |
| 10Y | +23.4% | +228.2% | -204.7% | -70.5% |
| All | +23.4% | +222.7% | -199.2% | -70.5% |
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