+149.8%
HUSV vs VT
+223.7%
-73.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.3% |
| 7D | 0.0% | +0.4% | -0.3% | -0.3% |
| 30D | +6.2% | -2.6% | +8.8% | +7.9% |
| 3M | +2.3% | -3.2% | +5.6% | +4.4% |
| 6M | +10.5% | +0.9% | +9.5% | +9.1% |
| YTD | +10.6% | +11.3% | -0.7% | +1.9% |
| 1Y | +11.8% | +14.0% | -2.2% | +1.2% |
| 3Y | +38.6% | +75.8% | -37.3% | -8.8% |
| 5Y | +35.2% | +57.8% | -22.7% | -4.5% |
| 10Y | +149.8% | +219.8% | -70.0% | +2.3% |
| All | +149.8% | +223.7% | -73.9% | +2.3% |
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