+161.8%
HOV vs VT
+223.7%
-61.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | -1.4% |
| 7D | +0.4% | +0.4% | +0.1% | -0.2% |
| 30D | -0.4% | -2.6% | +2.2% | +5.1% |
| 3M | -23.5% | -3.2% | -20.3% | -18.0% |
| 6M | -2.2% | +0.9% | -3.1% | -3.8% |
| YTD | +8.0% | +11.3% | -3.3% | -13.1% |
| 1Y | -13.4% | +14.0% | -27.4% | -33.6% |
| 3Y | +32.4% | +75.8% | -43.4% | -57.4% |
| 5Y | +18.2% | +57.8% | -39.7% | -48.5% |
| 10Y | +161.8% | +219.8% | -58.0% | -66.8% |
| All | +161.8% | +223.7% | -61.9% | -66.8% |
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