-29.4%
HOV vs VT
+345.0%
-374.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | +2.5% |
| 7D | +2.3% | -4.2% | +6.5% | +11.0% |
| 30D | -8.5% | -5.8% | -2.7% | +2.4% |
| 3M | -24.0% | -5.2% | -18.8% | -15.6% |
| 6M | -0.7% | +0.1% | -0.8% | -0.5% |
| YTD | +7.5% | +8.2% | -0.8% | -6.9% |
| 1Y | -14.8% | +10.1% | -25.0% | -28.5% |
| 3Y | +24.1% | +69.7% | -45.6% | -52.1% |
| 5Y | +17.7% | +53.4% | -35.7% | -40.2% |
| 10Y | +163.7% | +219.2% | -55.5% | -57.0% |
| All | -29.4% | +345.0% | -374.4% | -87.2% |
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