+225.8%
HSHP vs VT
+77.6%
+148.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.1% |
| 7D | -5.0% | -2.3% | -2.7% | -2.9% |
| 30D | -10.9% | -5.0% | -5.9% | -6.4% |
| 3M | +4.0% | -4.9% | +8.9% | +9.1% |
| 6M | +12.4% | -1.5% | +13.9% | +13.6% |
| YTD | +89.9% | +8.5% | +81.4% | +73.7% |
| 1Y | +125.0% | +11.4% | +113.6% | +100.2% |
| 3Y | +306.4% | +70.1% | +236.3% | +132.8% |
| All | +225.8% | +77.6% | +148.2% | +75.4% |
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