+60.7%
HTO vs VT
+231.8%
-171.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +7.2% | -1.4% | +8.6% | +8.2% |
| 3M | +1.4% | -1.4% | +2.8% | +2.2% |
| 6M | +10.9% | +5.5% | +5.4% | +6.4% |
| YTD | +30.9% | +12.8% | +18.0% | +19.0% |
| 1Y | +36.1% | +15.4% | +20.7% | +21.6% |
| 3Y | +4.9% | +76.9% | -72.0% | -33.8% |
| 5Y | +1.5% | +60.4% | -58.9% | -31.4% |
| 10Y | +60.7% | +232.8% | -172.1% | -48.1% |
| All | +60.7% | +231.8% | -171.1% | -48.1% |
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