+201.4%
HR vs VT
+345.0%
-143.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.8% |
| 7D | +5.2% | -4.2% | +9.4% | +9.1% |
| 30D | +11.9% | -5.8% | +17.7% | +17.8% |
| 3M | -5.3% | -5.2% | -0.1% | -1.0% |
| 6M | -1.9% | +0.1% | -2.0% | -3.0% |
| YTD | +16.8% | +8.2% | +8.6% | +7.0% |
| 1Y | +11.9% | +10.1% | +1.8% | +0.8% |
| 3Y | +56.9% | +69.7% | -12.7% | -7.1% |
| 5Y | +2.6% | +53.4% | -50.8% | -34.1% |
| 10Y | +52.7% | +219.2% | -166.6% | -54.3% |
| All | +201.4% | +345.0% | -143.5% | -38.6% |
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 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