-70.8%
HNST vs VT
+67.3%
-138.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +4.9% | +4.8% |
| 7D | +12.0% | -2.3% | +14.3% | +16.0% |
| 30D | -5.3% | -5.0% | -0.3% | +2.8% |
| 3M | -13.8% | -4.9% | -9.0% | -6.6% |
| 6M | +37.8% | -1.5% | +39.3% | +39.7% |
| YTD | +81.0% | +8.5% | +72.5% | +54.1% |
| 1Y | +100.4% | +11.4% | +89.1% | +62.9% |
| 3Y | +289.2% | +70.1% | +219.1% | +58.1% |
| 5Y | -48.3% | +53.7% | -102.1% | -73.4% |
| All | -70.8% | +67.3% | -138.1% | -86.7% |
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