+115.6%
HXL vs VT
+221.4%
-105.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -0.9% | +1.0% | -1.9% | -2.1% |
| 30D | -11.6% | -0.2% | -11.4% | -11.3% |
| 3M | +2.5% | +4.5% | -2.0% | -3.3% |
| 6M | +3.4% | +14.1% | -10.6% | -12.8% |
| YTD | +24.2% | +14.8% | +9.5% | +3.8% |
| 1Y | +43.0% | +21.2% | +21.8% | +11.3% |
| 3Y | +34.3% | +76.6% | -42.2% | -35.6% |
| 5Y | +76.5% | +66.6% | +9.9% | -7.8% |
| 10Y | +115.6% | +222.3% | -106.7% | -47.1% |
| All | +115.6% | +221.4% | -105.8% | -47.1% |
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