+157.2%
HVT vs VT
+214.8%
-57.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.1% | -7.3% |
| 7D | -11.4% | -4.2% | -7.2% | -7.5% |
| 30D | -6.6% | -5.8% | -0.8% | -1.1% |
| 3M | -8.6% | -5.2% | -3.3% | -3.7% |
| 6M | +32.2% | +0.1% | +32.1% | +32.1% |
| YTD | +16.3% | +8.2% | +8.1% | +8.0% |
| 1Y | +18.9% | +10.1% | +8.8% | +8.6% |
| 3Y | +6.9% | +69.7% | -62.8% | -34.4% |
| 5Y | +14.7% | +53.4% | -38.7% | -22.9% |
| All | +157.2% | +214.8% | -57.6% | -3.7% |
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