-83.4%
HSCS vs VT
+69.4%
-152.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.1% | -9.8% | -10.4% |
| 7D | -26.0% | -4.2% | -21.9% | -22.9% |
| 30D | -29.2% | -5.8% | -23.4% | -25.0% |
| 3M | +17.1% | -5.2% | +22.4% | +23.7% |
| 6M | +31.5% | +0.1% | +31.4% | +31.4% |
| YTD | -13.6% | +8.2% | -21.8% | -20.7% |
| 1Y | -8.1% | +10.1% | -18.2% | -17.0% |
| All | -83.4% | +69.4% | -152.8% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling