-99.1%
HSCS vs VT
+100.6%
-199.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.8% |
| 7D | -24.9% | +2.4% | -27.3% | -26.0% |
| 30D | -29.6% | -1.5% | -28.1% | -28.6% |
| 3M | +3.2% | -4.1% | +7.3% | +6.2% |
| 6M | +12.4% | +0.6% | +11.9% | +12.5% |
| YTD | -31.2% | +11.0% | -42.3% | -35.7% |
| 1Y | -31.2% | +13.3% | -44.6% | -36.5% |
| 3Y | -86.3% | +73.4% | -159.7% | -89.1% |
| All | -99.1% | +100.6% | -199.7% | -99.4% |
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 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