-100.0%
HKIT vs VT
+86.6%
-186.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -3.8% |
| 7D | -7.7% | -0.1% | -7.6% | -7.6% |
| 30D | -19.6% | -0.7% | -18.9% | -19.1% |
| 3M | -61.5% | +4.0% | -65.5% | -62.8% |
| 6M | -99.9% | +12.3% | -112.2% | -99.9% |
| YTD | -100.0% | +14.0% | -114.0% | -100.0% |
| 1Y | -100.0% | +20.3% | -120.3% | -100.0% |
| 3Y | -100.0% | +75.4% | -175.4% | -100.0% |
| All | -100.0% | +86.6% | -186.6% | -100.0% |
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