-20.2%
HURC vs VT
+357.6%
-377.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.0% |
| 7D | -4.1% | +0.4% | -4.4% | -4.7% |
| 30D | 0.0% | -2.6% | +2.6% | +2.5% |
| 3M | -4.8% | -3.2% | -1.6% | -1.8% |
| 6M | +27.1% | +0.9% | +26.2% | +24.0% |
| YTD | +35.9% | +11.3% | +24.6% | +18.9% |
| 1Y | +28.0% | +14.0% | +14.0% | +9.0% |
| 3Y | +8.3% | +75.8% | -67.6% | -43.8% |
| 5Y | -33.8% | +57.8% | -91.6% | -62.7% |
| 10Y | -15.1% | +219.8% | -234.9% | -79.6% |
| All | -20.2% | +357.6% | -377.8% | -86.2% |
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