-22.3%
HURC vs VT
+221.8%
-244.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -1.3% | +2.4% | -3.6% | -3.2% |
| 30D | -1.9% | -1.5% | -0.4% | -0.9% |
| 3M | -7.7% | -4.1% | -3.6% | -4.6% |
| 6M | +23.6% | +0.6% | +23.1% | +21.7% |
| YTD | +31.8% | +11.0% | +20.8% | +18.8% |
| 1Y | +22.9% | +13.3% | +9.5% | +8.6% |
| 3Y | +6.1% | +73.4% | -67.3% | -36.4% |
| 5Y | -36.7% | +57.4% | -94.1% | -58.8% |
| All | -22.3% | +221.8% | -244.0% | -77.8% |
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 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