-17.3%
HOV vs VT
+374.2%
-391.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | +0.4% | -5.8% | -6.1% |
| 30D | -11.0% | +1.0% | -12.0% | -12.3% |
| 3M | +9.8% | +2.4% | +7.5% | +5.0% |
| 6M | +4.7% | +12.0% | -7.3% | -14.9% |
| YTD | +25.9% | +15.3% | +10.5% | -3.3% |
| 1Y | -17.5% | +22.6% | -40.1% | -43.5% |
| 3Y | -2.0% | +74.7% | -76.7% | -63.9% |
| 5Y | +21.0% | +66.1% | -45.1% | -47.0% |
| 10Y | +162.7% | +225.0% | -62.4% | -58.7% |
| All | -17.3% | +374.2% | -391.5% | -86.7% |
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 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