+93.5%
MHF vs VT
+346.0%
-252.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +6.7% | -5.0% | +11.7% | +7.6% |
| 3M | -4.0% | -4.9% | +0.8% | -3.2% |
| 6M | -3.4% | -1.5% | -1.9% | -3.2% |
| YTD | -0.2% | +8.5% | -8.7% | -1.7% |
| 1Y | -0.4% | +11.4% | -11.8% | -2.3% |
| 3Y | +24.7% | +70.1% | -45.4% | +13.8% |
| 5Y | -0.9% | +53.7% | -54.6% | -8.4% |
| 10Y | +34.3% | +220.0% | -185.6% | +9.9% |
| All | +93.5% | +346.0% | -252.5% | +58.7% |
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 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