+148.1%
HVT vs VT
+215.5%
-67.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | -14.1% | -2.3% | -11.8% | -12.0% |
| 30D | -8.4% | -5.0% | -3.4% | -3.8% |
| 3M | -11.9% | -4.9% | -7.0% | -7.6% |
| 6M | +18.8% | -1.5% | +20.4% | +20.5% |
| YTD | +12.2% | +8.5% | +3.7% | +3.9% |
| 1Y | +18.7% | +11.4% | +7.3% | +7.2% |
| 3Y | +1.7% | +70.1% | -68.4% | -37.8% |
| 5Y | +10.6% | +53.7% | -43.1% | -25.8% |
| All | +148.1% | +215.5% | -67.5% | -7.3% |
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