+23.1%
HIPS vs VT
+74.1%
-51.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -0.2% | -2.6% | +2.4% | +1.0% |
| 3M | -7.8% | -3.2% | -4.5% | -6.4% |
| 6M | -6.2% | +0.9% | -7.1% | -6.9% |
| YTD | -1.3% | +11.3% | -12.6% | -7.3% |
| 1Y | +0.7% | +14.0% | -13.3% | -6.9% |
| 3Y | +23.1% | +75.8% | -52.8% | -11.4% |
| All | +23.1% | +74.1% | -51.0% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling