+438.0%
HTHT vs VT
+215.5%
+222.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +7.1% | -2.3% | +9.4% | +9.7% |
| 30D | +21.7% | -5.0% | +26.7% | +28.4% |
| 3M | +21.6% | -4.9% | +26.4% | +27.8% |
| 6M | +6.6% | -1.5% | +8.1% | +6.6% |
| YTD | +13.5% | +8.5% | +5.0% | +1.0% |
| 1Y | +32.7% | +11.4% | +21.3% | +14.4% |
| 3Y | +64.0% | +70.1% | -6.1% | -15.5% |
| 5Y | +27.8% | +53.7% | -25.9% | -23.9% |
| All | +438.0% | +215.5% | +222.5% | +81.2% |
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