+34.1%
HOFT vs VT
+374.2%
-340.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | -11.2% | +1.0% | -12.1% | -12.0% |
| 3M | +3.5% | +2.4% | +1.1% | +1.7% |
| 6M | -1.4% | +12.0% | -13.4% | -10.9% |
| YTD | +18.1% | +15.3% | +2.8% | +3.7% |
| 1Y | +28.9% | +22.6% | +6.3% | +6.7% |
| 3Y | -29.3% | +74.7% | -104.0% | -56.9% |
| 5Y | -47.0% | +66.1% | -113.2% | -66.6% |
| 10Y | -22.5% | +225.0% | -247.5% | -72.6% |
| All | +34.1% | +374.2% | -340.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling