+40.6%
HNVR vs VT
+96.6%
-56.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | +14.6% | +4.5% | +10.0% | +12.8% |
| 6M | +29.7% | +14.1% | +15.6% | +24.0% |
| YTD | +18.9% | +14.8% | +4.1% | +13.5% |
| 1Y | +20.5% | +21.2% | -0.7% | +13.1% |
| 3Y | +61.3% | +76.6% | -15.2% | +42.5% |
| All | +40.6% | +96.6% | -56.1% | +23.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling