-11.7%
HVAC vs VT
+13.0%
-24.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +1.7% |
| 7D | -3.1% | +0.4% | -3.5% | -3.7% |
| 30D | -15.6% | -2.6% | -13.0% | -10.9% |
| 3M | -18.7% | -3.2% | -15.5% | -13.0% |
| 6M | -28.1% | +0.9% | -29.1% | -28.5% |
| YTD | -5.3% | +11.3% | -16.6% | -21.1% |
| All | -11.7% | +13.0% | -24.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling