+48.3%
HQH vs VT
+57.4%
-9.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +1.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +9.4% | -2.6% | +12.0% | +11.8% |
| 3M | -2.7% | -3.2% | +0.5% | -0.1% |
| 6M | +15.4% | +0.9% | +14.4% | +14.4% |
| YTD | +26.0% | +11.3% | +14.6% | +15.6% |
| 1Y | +38.6% | +14.0% | +24.6% | +24.8% |
| 3Y | +114.1% | +75.8% | +38.2% | +36.8% |
| 5Y | +48.3% | +57.8% | -9.5% | +3.7% |
| All | +48.3% | +57.4% | -9.1% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling