+12.6%
HNVR vs VT
+90.7%
-78.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.3% |
| 7D | -7.2% | +0.4% | -7.6% | -7.3% |
| 30D | -11.2% | -2.6% | -8.6% | -10.5% |
| 3M | -19.3% | -3.2% | -16.1% | -18.5% |
| 6M | -5.8% | +0.9% | -6.8% | -6.3% |
| YTD | -4.8% | +11.3% | -16.1% | -8.2% |
| 1Y | +0.5% | +14.0% | -13.5% | -3.9% |
| 3Y | +27.9% | +75.8% | -48.0% | +13.9% |
| All | +12.6% | +90.7% | -78.1% | -0.5% |
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