-100.0%
HURA vs VT
+297.2%
-397.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -2.7% |
| 7D | -21.8% | -4.2% | -17.7% | -18.6% |
| 30D | -17.4% | -5.8% | -11.6% | -12.6% |
| 3M | -23.0% | -5.2% | -17.7% | -18.9% |
| 6M | -30.6% | +0.1% | -30.7% | -29.9% |
| YTD | +112.7% | +8.2% | +104.4% | +105.2% |
| 1Y | -35.6% | +10.1% | -45.7% | -38.5% |
| 3Y | -89.5% | +69.7% | -159.2% | -92.7% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +297.2% | -397.1% | -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