-98.1%
HTCR vs VT
+61.0%
-159.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.2% | -11.4% | -11.4% |
| 7D | +2.0% | -2.3% | +4.3% | +3.1% |
| 30D | -14.0% | -5.0% | -9.0% | -10.1% |
| 3M | -41.2% | -4.9% | -36.4% | -38.8% |
| 6M | -53.5% | -1.5% | -51.9% | -53.1% |
| YTD | -75.2% | +8.5% | -83.7% | -77.5% |
| 1Y | -89.8% | +11.4% | -101.2% | -90.9% |
| 3Y | -85.2% | +70.1% | -155.3% | -90.8% |
| All | -98.1% | +61.0% | -159.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling