-95.3%
HXHX vs VT
+41.5%
-136.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.7% | -3.6% |
| 7D | -2.0% | +2.4% | -4.4% | -4.7% |
| 30D | -47.3% | -1.5% | -45.8% | -45.8% |
| 3M | -74.8% | -4.1% | -70.7% | -73.4% |
| 6M | -66.0% | +0.6% | -66.6% | -66.7% |
| YTD | -75.3% | +11.0% | -86.4% | -82.4% |
| 1Y | -71.9% | +13.3% | -85.3% | -80.9% |
| All | -95.3% | +41.5% | -136.8% | -98.4% |
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 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