-13.7%
HQI vs VT
+66.2%
-79.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | +23.0% | -0.2% | +23.2% | +23.1% |
| 3M | +26.9% | +4.5% | +22.3% | +21.1% |
| 6M | +49.0% | +14.1% | +35.0% | +30.9% |
| YTD | +56.9% | +14.8% | +42.1% | +36.9% |
| 1Y | +67.6% | +21.2% | +46.4% | +39.1% |
| 3Y | -0.5% | +76.6% | -77.0% | -40.7% |
| 5Y | -13.7% | +66.6% | -80.3% | -42.8% |
| All | -13.7% | +66.2% | -79.9% | -42.8% |
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