+78.7%
HXL vs VT
+222.7%
-144.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -0.9% | +2.9% | -3.8% | -4.5% |
| 30D | -7.0% | -2.5% | -4.5% | -4.1% |
| 3M | -21.7% | -3.3% | -18.4% | -18.5% |
| 6M | -13.2% | +1.5% | -14.7% | -15.4% |
| YTD | +9.0% | +11.4% | -2.3% | -5.6% |
| 1Y | +17.2% | +11.9% | +5.3% | +0.7% |
| 3Y | +26.7% | +73.9% | -47.1% | -38.3% |
| 5Y | +34.1% | +57.9% | -23.8% | -25.0% |
| All | +78.7% | +222.7% | -144.0% | -56.2% |
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