+94.8%
HSMV vs VT
+166.4%
-71.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +1.3% | +2.4% | -1.1% | -0.5% |
| 30D | +3.3% | -1.5% | +4.8% | +4.3% |
| 3M | -3.8% | -4.1% | +0.4% | -0.9% |
| 6M | +2.3% | +0.6% | +1.8% | +1.2% |
| YTD | +6.9% | +11.0% | -4.1% | -2.6% |
| 1Y | +7.3% | +13.3% | -6.0% | -3.9% |
| 3Y | +35.5% | +73.4% | -37.9% | -16.0% |
| 5Y | +17.6% | +57.4% | -39.9% | -20.9% |
| All | +94.8% | +166.4% | -71.6% | -26.9% |
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