+87.5%
HTEC vs VT
+132.7%
-45.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -0.2% |
| 7D | -3.2% | -4.2% | +1.0% | +1.3% |
| 30D | +4.0% | -5.8% | +9.8% | +10.9% |
| 3M | +12.9% | -5.2% | +18.1% | +19.6% |
| 6M | +34.5% | +0.1% | +34.4% | +33.8% |
| YTD | +27.3% | +8.2% | +19.1% | +16.5% |
| 1Y | +36.0% | +10.1% | +25.9% | +22.2% |
| 3Y | +90.7% | +69.7% | +21.0% | +8.3% |
| 5Y | -3.6% | +53.4% | -56.9% | -38.9% |
| All | +87.5% | +132.7% | -45.2% | -20.7% |
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