+223.1%
HURN vs VT
+223.7%
-0.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.8% | -5.1% |
| 7D | -17.1% | +0.4% | -17.5% | -17.8% |
| 30D | -3.3% | -2.6% | -0.7% | -1.9% |
| 3M | +6.3% | -3.2% | +9.5% | +8.2% |
| 6M | +34.7% | +0.9% | +33.7% | +30.9% |
| YTD | -6.6% | +11.3% | -17.9% | -17.1% |
| 1Y | -2.5% | +14.0% | -16.5% | -15.4% |
| 3Y | +54.6% | +75.8% | -21.3% | -8.2% |
| 5Y | +208.9% | +57.8% | +151.0% | +101.0% |
| 10Y | +223.1% | +219.8% | +3.3% | +10.9% |
| All | +223.1% | +223.7% | -0.5% | +10.9% |
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