+317.1%
HSIC vs VT
+345.0%
-27.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.4% |
| 7D | -1.3% | -4.2% | +2.9% | +1.9% |
| 30D | +0.6% | -5.8% | +6.4% | +5.0% |
| 3M | -4.8% | -5.2% | +0.5% | -1.0% |
| 6M | +14.7% | +0.1% | +14.6% | +14.1% |
| YTD | +12.9% | +8.2% | +4.6% | +6.0% |
| 1Y | +18.5% | +10.1% | +8.3% | +9.9% |
| 3Y | +36.7% | +69.7% | -32.9% | -8.2% |
| 5Y | +6.5% | +53.4% | -46.9% | -23.8% |
| 10Y | +40.5% | +219.2% | -178.7% | -41.0% |
| All | +317.1% | +345.0% | -27.8% | +30.3% |
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