-25.2%
HUN vs VT
+223.7%
-248.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | -2.5% |
| 7D | -4.1% | +0.4% | -4.5% | -4.8% |
| 30D | +17.2% | -2.6% | +19.8% | +20.7% |
| 3M | -4.8% | -3.2% | -1.6% | -1.4% |
| 6M | -35.3% | +0.9% | -36.2% | -36.8% |
| YTD | -2.5% | +11.3% | -13.8% | -16.3% |
| 1Y | +20.2% | +14.0% | +6.2% | +0.1% |
| 3Y | -54.4% | +75.8% | -130.2% | -78.3% |
| 5Y | -65.1% | +57.8% | -123.0% | -80.8% |
| 10Y | -25.2% | +219.8% | -245.0% | -86.1% |
| All | -25.2% | +223.7% | -248.9% | -86.1% |
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