+86.3%
MHH vs VT
+221.8%
-135.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.4% |
| 7D | -0.6% | +2.4% | -3.0% | -2.7% |
| 30D | -3.5% | -1.5% | -2.0% | -2.5% |
| 3M | -20.9% | -4.1% | -16.8% | -18.2% |
| 6M | -12.7% | +0.6% | -13.2% | -13.4% |
| YTD | -10.2% | +11.0% | -21.2% | -19.1% |
| 1Y | -11.9% | +13.3% | -25.3% | -22.3% |
| 3Y | -35.0% | +73.4% | -108.4% | -61.6% |
| 5Y | -68.1% | +57.4% | -125.6% | -79.6% |
| All | +86.3% | +221.8% | -135.4% | -43.5% |
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