+116.7%
HOV vs VT
+222.7%
-106.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.5% |
| 7D | -9.1% | +2.9% | -11.9% | -14.2% |
| 30D | -8.3% | -2.5% | -5.8% | -3.5% |
| 3M | -29.6% | -3.3% | -26.3% | -24.3% |
| 6M | -7.9% | +1.5% | -9.4% | -10.5% |
| YTD | -2.3% | +11.4% | -13.6% | -21.5% |
| 1Y | -23.6% | +11.9% | -35.5% | -39.1% |
| 3Y | +15.3% | +73.9% | -58.6% | -62.1% |
| 5Y | +7.8% | +57.9% | -50.1% | -53.1% |
| All | +116.7% | +222.7% | -106.0% | -74.9% |
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