+40.5%
HSIC vs VT
+215.5%
-175.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +1.4% | -2.3% | +3.7% | +3.3% |
| 30D | +2.9% | -5.0% | +7.8% | +7.0% |
| 3M | -2.5% | -4.9% | +2.4% | +1.4% |
| 6M | +18.8% | -1.5% | +20.3% | +19.7% |
| YTD | +13.9% | +8.5% | +5.4% | +6.2% |
| 1Y | +22.8% | +11.4% | +11.4% | +12.1% |
| 3Y | +37.4% | +70.1% | -32.7% | -11.4% |
| 5Y | +7.4% | +53.7% | -46.3% | -25.4% |
| All | +40.5% | +215.5% | -175.0% | -42.5% |
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 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