-92.9%
HUDI vs VT
+77.4%
-170.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -1.4% | -2.3% | +0.9% | +1.0% |
| 30D | -29.1% | -5.0% | -24.1% | -25.4% |
| 3M | -27.1% | -4.9% | -22.2% | -23.4% |
| 6M | -59.4% | -1.5% | -57.9% | -59.0% |
| YTD | -55.1% | +8.5% | -63.6% | -59.3% |
| 1Y | -59.8% | +11.4% | -71.1% | -64.5% |
| 3Y | -83.9% | +70.1% | -154.0% | -91.4% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.9% |
| All | -92.9% | +77.4% | -170.4% | -96.6% |
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