-25.7%
HUN vs VT
+224.4%
-250.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.0% |
| 30D | +21.2% | -1.7% | +22.9% | +23.4% |
| 3M | -5.4% | -2.3% | -3.1% | -3.2% |
| 6M | -33.1% | +1.5% | -34.6% | -35.2% |
| YTD | 0.0% | +12.0% | -12.1% | -14.9% |
| 1Y | +17.6% | +12.9% | +4.8% | -0.7% |
| 3Y | -54.0% | +74.9% | -128.9% | -78.0% |
| 5Y | -64.3% | +59.9% | -124.2% | -80.7% |
| 10Y | -25.7% | +224.6% | -250.4% | -87.1% |
| All | -25.7% | +224.4% | -250.1% | -87.1% |
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