+205.2%
HSCZ vs VT
+226.6%
-21.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | +1.1% | +1.0% | +0.1% | +0.3% |
| 3M | +3.1% | +2.4% | +0.8% | +1.2% |
| 6M | +8.5% | +12.0% | -3.6% | -0.8% |
| YTD | +14.9% | +15.3% | -0.5% | +2.7% |
| 1Y | +23.2% | +22.6% | +0.6% | +5.0% |
| 3Y | +69.4% | +74.7% | -5.3% | +9.4% |
| 5Y | +65.5% | +66.1% | -0.7% | +10.4% |
| 10Y | +211.4% | +225.0% | -13.6% | +25.8% |
| All | +205.2% | +226.6% | -21.4% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling