+48.9%
HIPS vs VT
+233.5%
-184.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -0.2% | -2.6% | +2.4% | +1.6% |
| 3M | -7.8% | -3.2% | -4.5% | -5.7% |
| 6M | -6.2% | +0.9% | -7.1% | -7.2% |
| YTD | -1.3% | +11.3% | -12.6% | -9.4% |
| 1Y | +0.7% | +14.0% | -13.3% | -9.3% |
| 3Y | +23.1% | +75.8% | -52.8% | -20.6% |
| 5Y | +11.4% | +57.8% | -46.4% | -22.8% |
| 10Y | +58.0% | +219.8% | -161.8% | -36.6% |
| All | +48.9% | +233.5% | -184.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling