+134.3%
HUSV vs VT
+227.6%
-93.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | -1.6% | +1.0% | -2.6% | -2.3% |
| 3M | +4.3% | +2.4% | +1.9% | +2.3% |
| 6M | +0.8% | +12.0% | -11.2% | -7.2% |
| YTD | +5.7% | +15.3% | -9.7% | -4.8% |
| 1Y | +3.3% | +22.6% | -19.3% | -11.0% |
| 3Y | +29.9% | +74.7% | -44.7% | -13.8% |
| 5Y | +29.7% | +66.1% | -36.4% | -11.6% |
| 10Y | +134.4% | +225.0% | -90.6% | -6.8% |
| All | +134.3% | +227.6% | -93.3% | -7.4% |
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