-100.0%
HURA vs VT
+323.2%
-423.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | +2.4% | +1.0% | +1.4% | +1.5% |
| 3M | -2.3% | +2.4% | -4.7% | -3.9% |
| 6M | +30.5% | +12.0% | +18.5% | +20.3% |
| YTD | +182.7% | +15.3% | +167.4% | +156.7% |
| 1Y | -15.4% | +22.6% | -38.0% | -26.3% |
| 3Y | -98.6% | +74.7% | -173.3% | -99.1% |
| 5Y | -99.9% | +66.1% | -166.1% | -99.9% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +323.2% | -423.2% | -100.0% |
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