-98.4%
HRTX vs VT
+221.8%
-320.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -5.6% |
| 7D | +6.9% | +2.4% | +4.5% | +4.1% |
| 30D | -13.9% | -1.5% | -12.4% | -10.9% |
| 3M | -6.1% | -4.1% | -1.9% | +0.9% |
| 6M | -65.9% | +0.6% | -66.5% | -66.1% |
| YTD | -76.2% | +11.0% | -87.2% | -79.2% |
| 1Y | -72.1% | +13.3% | -85.4% | -76.3% |
| 3Y | -43.6% | +73.4% | -117.0% | -73.2% |
| 5Y | -97.3% | +57.4% | -154.7% | -98.5% |
| All | -98.4% | +221.8% | -320.2% | -99.6% |
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 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