-100.0%
HSDT vs VT
+59.8%
-159.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.2% |
| 7D | -11.4% | -0.7% | -10.7% | -10.4% |
| 30D | -22.2% | -1.7% | -20.4% | -19.6% |
| 3M | +6.9% | -2.3% | +9.2% | +12.3% |
| 6M | -16.6% | +1.5% | -18.1% | -16.7% |
| YTD | -35.6% | +12.0% | -47.7% | -43.4% |
| 1Y | -64.0% | +12.9% | -76.8% | -68.4% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +59.8% | -159.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling