+90.6%
HTEC vs VT
+138.5%
-48.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +1.1% | -1.6% | +2.7% | +2.9% |
| 30D | +5.2% | -2.5% | +7.7% | +8.1% |
| 3M | +16.4% | -1.3% | +17.7% | +18.1% |
| 6M | +36.7% | +3.1% | +33.6% | +31.8% |
| YTD | +29.4% | +10.9% | +18.5% | +15.3% |
| 1Y | +38.1% | +12.1% | +26.1% | +21.8% |
| 3Y | +93.8% | +73.9% | +19.9% | +7.2% |
| 5Y | -5.0% | +58.0% | -62.9% | -41.7% |
| All | +90.6% | +138.5% | -48.0% | -21.5% |
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