+248.0%
HTO vs VT
+356.1%
-108.0%
-42.8%
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 | -0.7% | -1.6% | +0.9% | +0.6% |
| 30D | +0.8% | -2.5% | +3.3% | +2.7% |
| 3M | 0.0% | -1.3% | +1.3% | +0.8% |
| 6M | +8.5% | +3.1% | +5.4% | +5.1% |
| YTD | +26.7% | +10.9% | +15.7% | +14.8% |
| 1Y | +35.5% | +12.1% | +23.5% | +21.7% |
| 3Y | +1.5% | +73.9% | -72.4% | -37.9% |
| 5Y | -1.7% | +58.0% | -59.6% | -36.3% |
| 10Y | +55.4% | +225.5% | -170.1% | -46.9% |
| All | +248.0% | +356.1% | -108.0% | -22.8% |
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