+120.4%
STHH vs VT
+36.6%
+83.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.5% | +4.2% |
| 7D | -10.2% | -2.3% | -7.8% | -4.9% |
| 30D | -24.4% | -5.0% | -19.4% | -14.3% |
| 3M | -17.7% | -4.9% | -12.8% | -6.7% |
| 6M | -22.0% | -1.5% | -20.4% | -15.7% |
| YTD | +74.0% | +8.5% | +65.5% | +55.1% |
| 1Y | +88.2% | +11.4% | +76.8% | +58.7% |
| All | +120.4% | +36.6% | +83.8% | +19.1% |
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