+64.5%
HIPS vs VT
+226.9%
-162.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -1.7% | -2.0% | +0.3% | -0.3% |
| 30D | -1.0% | -1.4% | +0.5% | 0.0% |
| 3M | +2.7% | +4.7% | -2.1% | -1.0% |
| 6M | +4.4% | +11.4% | -7.0% | -4.1% |
| YTD | +6.3% | +13.1% | -6.8% | -3.6% |
| 1Y | +5.5% | +19.0% | -13.5% | -8.0% |
| 3Y | +31.1% | +73.9% | -42.9% | -15.4% |
| 5Y | +25.1% | +65.4% | -40.3% | -16.9% |
| All | +64.5% | +226.9% | -162.4% | -35.3% |
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