+275.2%
HSHP vs VT
+88.8%
+186.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +9.9% | +0.4% | +9.4% | +9.4% |
| 30D | +20.3% | +1.0% | +19.3% | +19.2% |
| 3M | +33.5% | +2.4% | +31.1% | +30.1% |
| 6M | +33.2% | +12.0% | +21.2% | +18.5% |
| YTD | +118.9% | +15.3% | +103.6% | +88.9% |
| 1Y | +151.5% | +22.6% | +128.9% | +103.3% |
| 3Y | +336.1% | +74.7% | +261.4% | +148.5% |
| All | +275.2% | +88.8% | +186.4% | +90.5% |
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