+79.2%
MHH vs VT
+224.4%
-145.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.6% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -4.5% | -1.7% | -2.7% | -3.3% |
| 3M | -21.1% | -2.3% | -18.8% | -19.7% |
| 6M | -14.3% | +1.5% | -15.9% | -15.8% |
| YTD | -11.0% | +12.0% | -23.1% | -20.5% |
| 1Y | -11.4% | +12.9% | -24.3% | -21.5% |
| 3Y | -33.7% | +74.9% | -108.7% | -61.1% |
| 5Y | -69.5% | +59.9% | -129.4% | -80.7% |
| 10Y | +79.2% | +224.6% | -145.4% | -46.3% |
| All | +79.2% | +224.4% | -145.1% | -46.3% |
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