-29.5%
HOFT vs VT
+53.2%
-82.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -1.9% |
| 7D | +4.4% | -4.2% | +8.5% | +8.3% |
| 30D | +13.2% | -5.8% | +19.0% | +19.1% |
| 3M | -0.3% | -5.2% | +5.0% | +4.3% |
| 6M | +20.6% | +0.1% | +20.5% | +20.6% |
| YTD | +32.6% | +8.2% | +24.4% | +23.6% |
| 1Y | +62.8% | +10.1% | +52.7% | +49.1% |
| 3Y | -4.1% | +69.7% | -73.7% | -37.6% |
| 5Y | -29.5% | +53.4% | -82.9% | -50.2% |
| All | -29.5% | +53.2% | -82.7% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling