-26.1%
HOG vs VT
+214.8%
-240.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -0.2% |
| 7D | +7.4% | -4.2% | +11.6% | +13.9% |
| 30D | +20.9% | -5.8% | +26.7% | +31.2% |
| 3M | +25.3% | -5.2% | +30.5% | +34.7% |
| 6M | +31.6% | +0.1% | +31.5% | +30.4% |
| YTD | +63.0% | +8.2% | +54.8% | +43.4% |
| 1Y | +32.4% | +10.1% | +22.3% | +13.6% |
| 3Y | +21.8% | +69.7% | -47.9% | -43.8% |
| 5Y | -4.4% | +53.4% | -57.8% | -47.8% |
| All | -26.1% | +214.8% | -240.9% | -83.9% |
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