+14.4%
HRTS vs VT
+0.4%
+14.0%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | -2.5% |
| 7D | -0.2% | -4.2% | +4.0% | +0.7% |
| 30D | +7.8% | -5.8% | +13.6% | +8.9% |
| 3M | +4.8% | -5.2% | +10.0% | +5.7% |
| 6M | +14.4% | +0.1% | +14.3% | +14.4% |
| All | +14.4% | +0.4% | +14.0% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling