+52.9%
HUN vs VT
+346.0%
-293.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.8% |
| 7D | -2.0% | -2.3% | +0.3% | +0.9% |
| 30D | +9.5% | -5.0% | +14.5% | +16.4% |
| 3M | -5.9% | -4.9% | -1.0% | -0.3% |
| 6M | -36.5% | -1.5% | -34.9% | -35.8% |
| YTD | -3.4% | +8.5% | -11.9% | -13.8% |
| 1Y | +31.3% | +11.4% | +19.9% | +13.4% |
| 3Y | -54.5% | +70.1% | -124.6% | -77.0% |
| 5Y | -65.6% | +53.7% | -119.3% | -80.2% |
| 10Y | -22.2% | +220.0% | -242.1% | -81.9% |
| All | +52.9% | +346.0% | -293.1% | -68.8% |
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