+192.9%
HSCZ vs VT
+214.8%
-21.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.3% |
| 7D | -2.2% | -4.2% | +2.0% | +1.1% |
| 30D | -3.2% | -5.8% | +2.6% | +1.4% |
| 3M | -3.4% | -5.2% | +1.8% | +0.6% |
| 6M | +2.0% | +0.1% | +1.8% | +1.6% |
| YTD | +9.7% | +8.2% | +1.5% | +2.8% |
| 1Y | +14.2% | +10.1% | +4.0% | +5.4% |
| 3Y | +66.5% | +69.7% | -3.2% | +8.7% |
| 5Y | +58.3% | +53.4% | +5.0% | +11.5% |
| All | +192.9% | +214.8% | -21.9% | +24.6% |
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