-97.3%
HKPD vs VT
+35.4%
-132.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +1.3% |
| 7D | -16.7% | +0.4% | -17.0% | -15.5% |
| 30D | -31.9% | -2.6% | -29.3% | -28.2% |
| 3M | -81.8% | -3.2% | -78.6% | -80.5% |
| 6M | -87.7% | +0.9% | -88.7% | -87.5% |
| YTD | -90.7% | +11.3% | -102.1% | -91.8% |
| 1Y | -93.7% | +14.0% | -107.7% | -94.6% |
| All | -97.3% | +35.4% | -132.7% | -98.1% |
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