+258.3%
HTUS vs VT
+210.7%
+47.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -1.2% |
| 30D | -2.1% | -2.5% | +0.4% | -0.3% |
| 3M | +0.6% | -1.3% | +1.9% | +1.5% |
| 6M | +6.3% | +3.1% | +3.2% | +3.9% |
| YTD | +13.1% | +10.9% | +2.1% | +4.9% |
| 1Y | +15.2% | +12.1% | +3.1% | +6.1% |
| 3Y | +83.0% | +73.9% | +9.1% | +25.5% |
| 5Y | +95.1% | +58.0% | +37.1% | +41.0% |
| 10Y | +245.2% | +225.5% | +19.8% | +84.9% |
| All | +258.3% | +210.7% | +47.6% | +96.7% |
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