+750.6%
HQH vs VT
+374.2%
+376.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.8% |
| 30D | +2.6% | +1.0% | +1.6% | +1.9% |
| 3M | +20.4% | +2.4% | +18.0% | +18.1% |
| 6M | +27.8% | +12.0% | +15.8% | +17.3% |
| YTD | +30.3% | +15.3% | +15.0% | +17.0% |
| 1Y | +52.2% | +22.6% | +29.6% | +30.6% |
| 3Y | +96.5% | +74.7% | +21.9% | +29.5% |
| 5Y | +45.4% | +66.1% | -20.8% | -1.1% |
| 10Y | +148.5% | +225.0% | -76.5% | +5.3% |
| All | +750.6% | +374.2% | +376.4% | +168.0% |
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