+430.4%
HRI vs VT
+215.5%
+214.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.0% |
| 7D | -8.3% | -2.3% | -6.0% | -4.4% |
| 30D | +22.1% | -5.0% | +27.1% | +34.9% |
| 3M | -9.2% | -4.9% | -4.3% | +0.3% |
| 6M | +12.8% | -1.5% | +14.4% | +16.6% |
| YTD | +3.9% | +8.5% | -4.6% | -11.1% |
| 1Y | +13.9% | +11.4% | +2.5% | -7.2% |
| 3Y | +38.8% | +70.1% | -31.3% | -49.9% |
| 5Y | -14.3% | +53.7% | -68.0% | -60.2% |
| All | +430.4% | +215.5% | +214.9% | -23.0% |
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 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