+89.9%
MHH vs VT
+223.7%
-133.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.8% |
| 30D | -4.6% | -2.6% | -2.0% | -2.6% |
| 3M | -17.3% | -3.2% | -14.0% | -15.1% |
| 6M | -9.6% | +0.9% | -10.5% | -10.7% |
| YTD | -8.0% | +11.3% | -19.3% | -17.3% |
| 1Y | -8.9% | +14.0% | -22.9% | -20.1% |
| 3Y | -34.6% | +75.8% | -110.4% | -61.8% |
| 5Y | -67.3% | +57.8% | -125.2% | -79.1% |
| 10Y | +89.9% | +219.8% | -129.9% | -40.7% |
| All | +89.9% | +223.7% | -133.7% | -40.7% |
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 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