+577.2%
HVT vs VT
+374.2%
+203.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +4.4% | +0.4% | +3.9% | +4.0% |
| 30D | +0.2% | +1.0% | -0.8% | -0.7% |
| 3M | +26.7% | +2.4% | +24.3% | +23.9% |
| 6M | +27.7% | +12.0% | +15.7% | +15.7% |
| YTD | +27.4% | +15.3% | +12.1% | +12.5% |
| 1Y | +28.1% | +22.6% | +5.5% | +7.3% |
| 3Y | +7.5% | +74.7% | -67.2% | -33.1% |
| 5Y | +12.5% | +66.1% | -53.7% | -27.0% |
| 10Y | +182.1% | +225.0% | -42.9% | +4.5% |
| All | +577.2% | +374.2% | +203.0% | +80.4% |
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