+73.1%
HSBH vs VT
+40.1%
+32.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.3% |
| 7D | +5.2% | +0.4% | +4.8% | +4.7% |
| 30D | -3.9% | -2.6% | -1.3% | -1.6% |
| 3M | -11.4% | -3.2% | -8.2% | -8.7% |
| 6M | +2.8% | +0.9% | +1.8% | +1.5% |
| YTD | +19.0% | +11.3% | +7.7% | +7.7% |
| 1Y | +27.9% | +14.0% | +13.9% | +13.6% |
| All | +73.1% | +40.1% | +32.9% | +26.9% |
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