-94.1%
HTT vs VT
+152.8%
-246.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.6% |
| 7D | -4.9% | -4.2% | -0.8% | +0.4% |
| 30D | -23.5% | -5.8% | -17.7% | -17.2% |
| 3M | -32.4% | -5.2% | -27.2% | -27.6% |
| 6M | -27.6% | +0.1% | -27.7% | -28.3% |
| YTD | -51.3% | +8.2% | -59.5% | -56.6% |
| 1Y | -65.1% | +10.1% | -75.2% | -69.5% |
| 3Y | -1.7% | +69.7% | -71.4% | -52.5% |
| 5Y | +4.2% | +53.4% | -49.2% | -40.1% |
| All | -94.1% | +152.8% | -246.9% | -98.3% |
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