-97.6%
HTCR vs VT
+70.3%
-167.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -22.3% | +1.0% | -23.3% | -23.4% |
| 30D | -28.5% | -0.2% | -28.2% | -28.4% |
| 3M | -38.5% | +4.5% | -43.0% | -41.7% |
| 6M | -60.2% | +14.1% | -74.2% | -65.6% |
| YTD | -67.9% | +14.8% | -82.6% | -72.2% |
| 1Y | -87.4% | +21.2% | -108.6% | -89.7% |
| 3Y | -88.4% | +76.6% | -164.9% | -93.0% |
| All | -97.6% | +70.3% | -167.9% | -98.3% |
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