+63.4%
HIPS vs VT
+245.5%
-182.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +3.0% | +1.0% | +2.0% | +2.3% |
| 3M | +3.6% | +2.4% | +1.3% | +1.6% |
| 6M | +4.5% | +12.0% | -7.5% | -4.3% |
| YTD | +8.4% | +15.3% | -7.0% | -2.9% |
| 1Y | +6.8% | +22.6% | -15.8% | -8.7% |
| 3Y | +33.3% | +74.7% | -41.4% | -13.4% |
| 5Y | +25.6% | +66.1% | -40.5% | -16.1% |
| 10Y | +64.9% | +225.0% | -160.1% | -34.6% |
| All | +63.4% | +245.5% | -182.1% | -39.5% |
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