-100.0%
HKIT vs VT
+83.5%
-183.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.9% | -9.4% | -10.4% |
| 7D | -24.7% | -1.9% | -22.8% | -24.7% |
| 30D | -96.1% | +3.7% | -99.8% | -95.7% |
| 3M | -96.1% | +3.7% | -99.8% | -95.7% |
| 6M | -97.3% | +6.0% | -103.4% | -97.1% |
| YTD | -100.0% | +12.1% | -112.1% | -100.0% |
| 1Y | -100.0% | +15.8% | -115.8% | -100.0% |
| 3Y | -100.0% | +76.3% | -176.3% | -100.0% |
| All | -100.0% | +83.5% | -183.5% | -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 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