-11.0%
HOOW vs VT
+24.3%
-35.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.6% | +3.1% |
| 7D | -7.2% | -2.3% | -4.8% | +1.0% |
| 30D | -32.0% | -5.0% | -27.1% | -18.0% |
| 3M | -16.2% | -4.9% | -11.3% | +2.3% |
| 6M | -3.8% | -1.5% | -2.3% | +5.2% |
| YTD | -39.3% | +8.5% | -47.8% | -51.7% |
| 1Y | -48.2% | +11.4% | -59.6% | -62.4% |
| All | -11.0% | +24.3% | -35.3% | -50.7% |
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