-30.5%
HOFT vs VT
+221.4%
-252.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +0.8% | +1.0% | -0.2% | -0.2% |
| 30D | -16.4% | -0.2% | -16.2% | -16.3% |
| 3M | +7.5% | +4.5% | +3.0% | +3.5% |
| 6M | -2.3% | +14.1% | -16.3% | -13.8% |
| YTD | +16.2% | +14.8% | +1.4% | +1.5% |
| 1Y | +25.5% | +21.2% | +4.3% | +3.5% |
| 3Y | -14.4% | +76.6% | -91.0% | -50.3% |
| 5Y | -46.3% | +66.6% | -112.9% | -67.2% |
| 10Y | -30.5% | +222.3% | -252.8% | -76.6% |
| All | -30.5% | +221.4% | -252.0% | -76.6% |
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