+349.7%
HTH vs VT
+374.2%
-24.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | -0.8% | +1.0% | -1.8% | -1.6% |
| 3M | +6.3% | +2.4% | +3.9% | +3.9% |
| 6M | +5.9% | +12.0% | -6.1% | -3.8% |
| YTD | +17.5% | +15.3% | +2.1% | +4.1% |
| 1Y | +12.2% | +22.6% | -10.4% | -5.4% |
| 3Y | +36.2% | +74.7% | -38.5% | -13.5% |
| 5Y | +32.0% | +66.1% | -34.1% | -12.4% |
| 10Y | +106.1% | +225.0% | -118.9% | -13.4% |
| All | +349.7% | +374.2% | -24.5% | +58.7% |
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 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