-99.0%
HTCO vs VT
+69.3%
-168.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.8% | +1.0% | -4.8% | -3.8% |
| 30D | -20.9% | -0.2% | -20.7% | -20.9% |
| 3M | -24.3% | +4.5% | -28.8% | -24.4% |
| 6M | -69.4% | +14.1% | -83.5% | -69.3% |
| YTD | -70.0% | +14.8% | -84.8% | -69.9% |
| 1Y | -61.6% | +21.2% | -82.7% | -61.0% |
| 3Y | -84.3% | +76.6% | -160.9% | -83.0% |
| All | -99.0% | +69.3% | -168.3% | -98.9% |
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