-98.1%
HTCR vs VT
+65.2%
-163.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -4.2% |
| 7D | +2.8% | +0.4% | +2.4% | +0.6% |
| 30D | -12.6% | -2.6% | -10.0% | -11.1% |
| 3M | -45.6% | -3.2% | -42.4% | -44.5% |
| 6M | -53.1% | +0.9% | -54.1% | -54.1% |
| YTD | -75.6% | +11.3% | -86.9% | -78.4% |
| 1Y | -90.0% | +14.0% | -104.0% | -91.3% |
| 3Y | -80.1% | +75.8% | -155.9% | -88.0% |
| All | -98.1% | +65.2% | -163.3% | -98.6% |
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