-52.5%
HNST vs VT
+58.5%
-111.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -4.9% |
| 7D | +8.1% | +2.9% | +5.2% | +3.4% |
| 30D | -7.5% | -2.5% | -5.0% | -3.5% |
| 3M | -5.3% | -3.3% | -2.0% | +0.3% |
| 6M | +42.4% | +1.5% | +40.9% | +37.9% |
| YTD | +86.0% | +11.4% | +74.7% | +51.9% |
| 1Y | +75.2% | +11.9% | +63.3% | +41.8% |
| 3Y | +224.3% | +73.9% | +150.4% | +26.5% |
| 5Y | -52.5% | +57.9% | -110.4% | -76.0% |
| All | -52.5% | +58.5% | -111.0% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling