-99.4%
HTCO vs VT
+65.3%
-164.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.7% |
| 7D | +12.0% | -0.7% | +12.7% | +12.1% |
| 30D | +50.0% | -1.7% | +51.7% | +50.4% |
| 3M | -49.8% | -2.3% | -47.5% | -49.7% |
| 6M | -77.4% | +1.5% | -79.0% | -77.4% |
| YTD | -81.2% | +12.0% | -93.2% | -81.0% |
| 1Y | -85.5% | +12.9% | -98.4% | -85.4% |
| 3Y | -89.4% | +74.9% | -164.3% | -88.5% |
| 5Y | -99.4% | +59.9% | -159.3% | -99.3% |
| All | -99.4% | +65.3% | -164.6% | -99.3% |
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 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