+54.2%
HUN vs VT
+374.2%
-320.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +1.6% | +0.4% | +1.1% | +1.0% |
| 30D | -5.1% | +1.0% | -6.1% | -6.4% |
| 3M | -32.2% | +2.4% | -34.5% | -34.6% |
| 6M | -24.4% | +12.0% | -36.4% | -35.0% |
| YTD | -2.6% | +15.3% | -17.9% | -19.3% |
| 1Y | -8.9% | +22.6% | -31.4% | -29.9% |
| 3Y | -60.5% | +74.7% | -135.1% | -80.6% |
| 5Y | -55.8% | +66.1% | -122.0% | -76.9% |
| 10Y | -23.6% | +225.0% | -248.6% | -82.5% |
| All | +54.2% | +374.2% | -320.0% | -70.7% |
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