+86.4%
MHH vs VT
+217.6%
-131.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.6% |
| 30D | -6.2% | -3.1% | -3.2% | -3.9% |
| 3M | -18.3% | -3.5% | -14.8% | -15.9% |
| 6M | -11.1% | +0.5% | -11.6% | -11.8% |
| YTD | -9.6% | +10.8% | -20.4% | -18.3% |
| 1Y | -12.4% | +11.9% | -24.3% | -21.7% |
| 3Y | -32.7% | +73.0% | -105.6% | -60.1% |
| 5Y | -68.5% | +58.6% | -127.1% | -79.9% |
| 10Y | +86.4% | +219.2% | -132.8% | -41.8% |
| All | +86.4% | +217.6% | -131.2% | -41.8% |
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