-98.2%
HRTX vs VT
+215.5%
-313.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.3% | +3.2% |
| 7D | +3.6% | -2.3% | +5.9% | +7.3% |
| 30D | -23.7% | -5.0% | -18.7% | -17.3% |
| 3M | -42.0% | -4.9% | -37.1% | -37.3% |
| 6M | -77.9% | -1.5% | -76.3% | -77.4% |
| YTD | -77.7% | +8.5% | -86.2% | -80.0% |
| 1Y | -73.6% | +11.4% | -85.0% | -77.2% |
| 3Y | -60.8% | +70.1% | -130.9% | -81.0% |
| 5Y | -97.7% | +53.7% | -151.4% | -98.7% |
| All | -98.2% | +215.5% | -313.7% | -99.5% |
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