+56.5%
HIPS vs VT
+217.6%
-161.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -0.8% | -0.1% | -0.6% | -0.7% |
| 30D | -1.2% | -3.1% | +1.9% | +1.0% |
| 3M | -8.3% | -3.5% | -4.8% | -6.0% |
| 6M | -7.0% | +0.5% | -7.5% | -7.8% |
| YTD | -2.2% | +10.8% | -13.0% | -10.1% |
| 1Y | -0.6% | +11.9% | -12.5% | -9.3% |
| 3Y | +21.4% | +73.0% | -51.6% | -21.5% |
| 5Y | +11.0% | +58.6% | -47.6% | -23.9% |
| 10Y | +56.5% | +219.2% | -162.7% | -38.7% |
| All | +56.5% | +217.6% | -161.1% | -38.7% |
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