-91.3%
HKD vs VT
+97.9%
-189.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -12.4% | -0.1% | -12.3% | -12.3% |
| 30D | -18.5% | -3.1% | -15.4% | -16.4% |
| 3M | -15.6% | -3.5% | -12.1% | -13.1% |
| 6M | -14.5% | +0.5% | -15.0% | -14.8% |
| YTD | +11.0% | +10.8% | +0.2% | +2.0% |
| 1Y | -18.0% | +11.9% | -29.9% | -25.2% |
| 3Y | -62.3% | +73.0% | -135.3% | -71.9% |
| All | -91.3% | +97.9% | -189.2% | -76.3% |
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 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