+147.6%
HQH vs VT
+222.7%
-75.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.6% |
| 30D | -1.3% | -0.7% | -0.7% | -0.8% |
| 3M | +21.5% | +4.0% | +17.5% | +17.3% |
| 6M | +29.5% | +12.3% | +17.2% | +16.9% |
| YTD | +29.1% | +14.0% | +15.1% | +15.0% |
| 1Y | +50.1% | +20.3% | +29.8% | +27.8% |
| 3Y | +99.3% | +75.4% | +23.8% | +21.8% |
| 5Y | +44.0% | +66.0% | -21.9% | -8.1% |
| 10Y | +147.6% | +228.2% | -80.6% | -17.6% |
| All | +147.6% | +222.7% | -75.0% | -17.6% |
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