-20.0%
HOFT vs VT
+215.5%
-235.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.8% |
| 7D | +1.3% | -2.3% | +3.6% | +3.6% |
| 30D | +12.6% | -5.0% | +17.6% | +18.2% |
| 3M | -3.4% | -4.9% | +1.5% | +1.2% |
| 6M | +17.9% | -1.5% | +19.5% | +19.8% |
| YTD | +31.9% | +8.5% | +23.4% | +21.4% |
| 1Y | +62.1% | +11.4% | +50.7% | +45.0% |
| 3Y | -3.0% | +70.1% | -73.0% | -41.8% |
| 5Y | -29.9% | +53.7% | -83.6% | -53.8% |
| All | -20.0% | +215.5% | -235.5% | -71.2% |
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