-9.3%
HRMY vs VT
+112.8%
-122.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -9.4% | -0.1% | -9.2% | -9.3% |
| 30D | -16.7% | -3.1% | -13.6% | -14.4% |
| 3M | -14.0% | -3.5% | -10.5% | -11.3% |
| 6M | +8.3% | +0.5% | +7.8% | +7.3% |
| YTD | -10.3% | +10.8% | -21.1% | -19.1% |
| 1Y | +5.4% | +11.9% | -6.5% | -5.8% |
| 3Y | +41.1% | +73.0% | -31.9% | -17.3% |
| 5Y | -21.3% | +58.6% | -79.9% | -47.7% |
| All | -9.3% | +112.8% | -122.2% | -59.2% |
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