+250.9%
HTUS vs VT
+231.8%
+19.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | -1.0% | -1.4% | +0.5% | +0.2% |
| 3M | 0.0% | -1.4% | +1.4% | +1.1% |
| 6M | +8.6% | +5.5% | +3.1% | +3.9% |
| YTD | +15.1% | +12.8% | +2.3% | +4.3% |
| 1Y | +18.1% | +15.4% | +2.6% | +5.1% |
| 3Y | +86.3% | +76.9% | +9.4% | +20.0% |
| 5Y | +98.3% | +60.4% | +37.9% | +36.0% |
| 10Y | +250.9% | +232.8% | +18.1% | +53.3% |
| All | +250.9% | +231.8% | +19.0% | +53.3% |
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