-92.8%
HUDI vs VT
+77.0%
-169.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -2.5% |
| 7D | -2.5% | -4.2% | +1.7% | +1.7% |
| 30D | -27.0% | -5.8% | -21.2% | -22.6% |
| 3M | -23.9% | -5.2% | -18.6% | -19.7% |
| 6M | -57.5% | +0.1% | -57.6% | -57.7% |
| YTD | -54.5% | +8.2% | -62.7% | -58.6% |
| 1Y | -59.8% | +10.1% | -70.0% | -64.1% |
| 3Y | -83.9% | +69.7% | -153.5% | -91.4% |
| 5Y | -97.9% | +53.4% | -151.2% | -98.8% |
| All | -92.8% | +77.0% | -169.9% | -96.5% |
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