+251.9%
HURN vs VT
+374.2%
-122.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.2% |
| 30D | +3.7% | +1.0% | +2.8% | +3.0% |
| 3M | +44.9% | +2.4% | +42.5% | +41.0% |
| 6M | +4.7% | +12.0% | -7.3% | -5.1% |
| YTD | -10.2% | +15.3% | -25.5% | -20.5% |
| 1Y | +7.0% | +22.6% | -15.6% | -9.5% |
| 3Y | +54.1% | +74.7% | -20.6% | +0.5% |
| 5Y | +214.0% | +66.1% | +147.9% | +109.9% |
| 10Y | +143.9% | +225.0% | -81.1% | +3.4% |
| All | +251.9% | +374.2% | -122.3% | +35.9% |
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 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